There are two ways. First is when you are browsing these files inside Offline Explorer. In this case, Offline Explorer reports correct MIME types for every file and a browser should treat such files correctly.
Another way is to export the downloaded site (File | Export) with standard extensions option checked. This will make sure that all HTML file will get .htm extension.
I hope this helps.
Best regards,
Oleg Chernavin
MetaProducts corp.
Oleg.