Though each time OE shows that project complete but many files remain missing, and on each new restart it ques some more files and downloads them. It happens same with several sites where there are thousands of large textual pages.
I`m using Win 98 with IE 6 Final.
I used Level=3. It looks like the server doesn`t like too frequent accesses, so try to set Delay between downloads to few seconds in the Options dialog.