> Is it possible at all using httrackdownload chapters from 
> msdn.microsoft.com? 

I do it all the time. I cannot remember what makes a 
difference, but hera are a couple of things I do...

1. Use cleaned-up urls. This was my most recent msdn 
chapter download:

<http://msdn.microsoft.com/library/en>-
us/fileio/base/storage_start_page.asp
<http://msdn.microsoft.com/library/en>-
us/fileio/base/storage_overview.asp
<http://msdn.microsoft.com/library/en>-
us/fileio/base/storage_reference.asp

Compare that form with of the URL with the "original" as 
seen in a majority of browsers:

<http://msdn.microsoft.com/library/default.asp?url=/library/en-us/fileio/base/storage_overview.asp>

2. Tell msft that Lynx is my browser (in the httrack 
settings). To keep their server from expecting to do a lot 
of redirects into that frames & script mess like you get 
with the "original" URL above.