The program doesn't download all of the page's content, just the elements that appear in your browser. That means that any links on the page will not be downloaded.
It's also a great tool to keep any websites that you've downloaded organized, as you can use it to create folders and distribute the pages among them.
Local Website Archive integrates with Internet Explorer, Firefox, Maxthon, Opera, and other web browsers. The page that you are viewing right now could be your first download with the program.
Another interesting feature allows you to make backup copies of all the pages that you have saved. If you have to reformat your computer, it's a good idea to have those on hand so you can restore them after.