On the screen where you enter url to capture, click 'set
options'. Use the external depth. From the help file:

Maximum external depth 
Define how deep will the engine seek in external sites, or
on addresses that were forbidden.
Normally, HTTrack will not go on external sites by default
(except if authorized by filters), and will avoid addresses
forbidden by filters. You can override this behaviour, and
tell the engine to catch N levels of "external" sites.
Note: Use this option with great care, as it is overriding
all other options (filters and default engine limiter) 
Note: This option is not filled by default, so the depth is
equal to zero. 


This should capture external sites to the one(s) specified
if I read it correctly. Could get very big.