Second, it is possible to make a list of URLs - one per line, copy them all to clipboard and then click Paste button in Offline Explorer to add it as a Project. All these URLs will be loaded when you click Download.
I supplied Level=1 and Offline Explorer got all threads there. If you want to load only the section threads, you can simply use URL Filters | Filename | Custom configuration and add showthread keyword there. This will restrict the download.
I set Level to 2, URL Filters | Filename - selected "Custom configuration" and added two keywords to the Included keywords list:
It loaded the files. However the attachment page only contained a warning that I have to logon. I haven`t registered there, so I don`t know how the attachment page should really look.