> I just read a review about a competiting program that 
> has spyware built into it. 
> Does this have spyware?
No, not at all.
See <http://www.httrack.com/html/faq.html#QG0>:
"Q: Is there any 'spyware' or 'adware' in this program? Can 
you prove that there isn't any?A: No ads (banners), and absolutely no 'spy'
features 
inside the program.
The best proof is the software status: all sources are 
released, and everybody can check them. Open source is the 
best protection against privacy problems - HTTrack is an 
open source project, free of charge and free of any 
spy 'features'. "

> Can it download all files associated with a site
> such as FLA, css, quicktime and etc?
Yes, it should work. You might want to use scan rules to 
include external files, if necessary (if the avi files are 
located on another sites) - such as:

Set Options / Scan rules: add the following rules:
+*.avi +*.fla +*.qt