> Strange bug with WinHTTrack Website Copier 3.33-beta-6 
(+swf)

Any URL ? I suspect a "false" 404 error using 200 code, 
with an embedded relative link

Such as:

/image/monki.ico
-> 200 error page with "image/monki.ico" inside
-> image/image/monki.ico
-> 200 error page with "image/monki.ico" inside
-> image/image/image/monki.ico
...

Try to add in the scan rules section:

-*/image/image/*