mirroring - Unable to copy/mirror website-page by using WinHTTrack

I am using Httrack for copying/mirroring a website and facing one problem.

I am talking about this website. Consider I want to cover this page with all inside links (you can see like: problem 6.11 , problem 6.10 from that page). So, I've tried following:

1. Enter project name and URL:

2. Set option can go up and down both

And I started to mirror, the process finished but when I browse index.html, the main page displays correctly but further links (sab page as mentioned earlier problem 6.11, 6.10 etc) does not display - only the file name feed is shown.(try yourself to see what is going wrong)

How do I fix this issue?