raz_retell_fiction.pdf for example is not in
www.readinga-z.com/site_and_dist/retelling/
as it maybe anywhere 
(could be there :
www.readinga-z.com/retelling/raz_retell_fiction.pdf )
or it is not a valid path so it is interpreted as a move by
HTTrack.
 >I need to go through the error log
 >and look for the warnings
You can do that and try to add

+http://www.readinga-z.com/schdisdownload.php?p=retelling/raz_retell_fiction.pdf
in the scan rules and log in before you start the mirror

As there is no link from the html pages,
+*/schdisdownload.php?*.pdf
                     ^
shouldn't help.
If it works, you will find a file named
"raz_retell_fiction" with any extension.

>Is there any way I could tell the programme only to
>download the correct file at the correct link for off-line
>viewing?I don't think so

>If I can't tell the programme to only load the correct
>file at the right place how will I find it in the copied
>website offline?you will have to find it by looking for
raz_retell_fiction

You will have to edit the html pages linked to the pdf files
and replace
<a
href="name_of_the_html_file_you_found_instead_of_what_you_expected">
with
<a href="the_file_path/raz_retell_fiction.pdf">

Depending on how many files you want to display offline,
it may represent a lot of work.
Personnally, I would download the interesting pdf files,
with a download manager or save them from adobe reader,
or use Internet Explorer and look for them in
Temporary Internet Files
Then I would put them in a folder and link them.