Thanks for the answer Xavier. I later realised that I may
not have been using the program the right way. For instance,
the main page of the Wall Street Journal has the address
<http://online.wsj.com/public/us>
Entering the login information and capturing the URL did not
work. This might be because the login info redirects one to
page with the address
<http://user1.wsj.com/lmda/do/CheckLogin/>
However when I include the 2 URLs together (i.e. not just
the main page login), now I am able to start downloading links.
Who knows .. I might have been pressing the wrong buttons
before. But I seem to be getting somewhere at the moment.

-S