> I am having problems downloading the following site.
> <http://www.sa.liberal.org.au/worth/content/default.asp>

Wow that menu is badly coded.  It's produced through a 
javascript document.write but does not even use <a> link 
tags, instead going for tables with onClick events!

Have you tried the "Detect all links" option in HTTrack?  If 
not, give that a go.  But I suspect it might not help--
HTTrack will have trouble digging through that javascript.