To reproduce this malfunction, you could try downloading http://www.suze.net/index.html with level limit 1. Note, if you are sensible to adult content or want to speed up the download, just uncheck the project property: File Filters - Images.
The first page will fail to download properly about 7 times of 10. All the following pages load properly. You can see how it failed to download by browsing your downloaded page or by viewing its source and notice the missing <html>-tag at the beginning, which should be the first line. Compared to Internet Explorer, IE never fails to download the complete page, so there must be a bug in Offline Explorer.
I just loaded the first page 5 times and every time it loaded well. Can I ask you to check if you have MS IE 5 or 6 selected as the user agen in the Options dialog and click OK? Also, you can try to set 1 second delay between downloads.
Does any of the above help?
Best regards,
Oleg Chernavin
MetaProducts corp.