> I have a page with 900 links to other websites (examples 
of 
> tableless css design) and want to download only the first 
> page of each site, but with all images and CSS included. 

Humm, you can try:
- Select the action: Download all sites in pages
- Use the following scan rules (don't miss the leading -*):
-* +*.css +*.js +*.gif +*.jpg +*.png

This should do the trick. It won't work for websites with 
frames, unfortunately.