Many thanks for the anser,
yes I can use a alternativ browser like Mozilla. In IE is 
the problem, that I can use online-Site without the 
security-bar (!) and only the offline-version shows the 
securitiy-Information (for example the site 
<http://www.i-numis.com/rome/books/cohen/index.html> using 
the actual httrack-version)

I can't find the failure in my IE-Security-Settings. The 
information-bar in the Offline-Site is showing, if I use 
the standard-settings or a minimum level of securitiy!

Is this a failure in Httrack, the site or XP SP2?
Many thanks,
Klaus