I believe content is downloaded, but can't get it to load properly in my browser

[Shplad]

Hi:

I'm fairly technical but have zero knowledge of web technology.

I've run copy operations on a website I want to download. It takes several hours to download, and the folders are full of files. However, when I double click on the first file in the folder, it shows me an unformatted page with the links on the site I had wanted to copy. However, if I click on any of those links, it simply takes my browser to the actual site on the Internet, instead of displaying local content.

What am I doing wrong?