There are ways that sometimes work, but you typically need to fettle all the paths and the like in the html, that reference the various components of the page (images, CSS, flash objects etc). This is quite fiddly. I did once come across a package that mirrored the content as you surfed, but as I recall it didn't handle anything but bog standard html + images too well, and was Linux only. This was a while ago so it may have improved. I'll go have a hunt and see what I can find.
Redefining slow since 2006...
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