The html files are quite small - mostly text. Am I stuck, or am I making progress?
Please try to turn on logging - Ctrl-W, then right-click on the Log window and uncheck Pause. You can use F9 key to suspend download temporary to see what`s going on in the log.
There are about 100 error messages, such as:
Error reading from file: c:\download\127.0.0.1_3A49152\mb\lxt.dll\CIRCUS\014\2d4.primary Error code=00000002
Some files are in there two or three times, but for the most part, the files are different.
I see. It looks like you have too many files in the directory. Windows filesystem has a limitation there. An easy workaround is to stop the download, go to the Options dialog | Advanced | Directories, check the "Prevent directories from overloading" box and click OK. Then restart your Project download in the "Do not load existing files" mode.
This should help.