> WinHTTrack is not copy flash files form 
www.wrestlemania.com

Ensure that you defined proper filters (Set options / Scan 
rules) ; such as:
+*.swf
or
+www.example.com/*.swf

If it still does not work, this might be due to absolute 
embedded links. HTTrack can not yet modify the flash file 
to change absolute links into relative ones ; and therefore 
some sites might be incomplete.