I'm not sure what exactly you have in mind.
If you just want to download *webpage*, simply
use your browser:
For example if you use internet explorer,
open webpage you want to save and click on
"File" > "Save As..." and that's it.
The default is to save the whole page.
Links will be stored (links only, not the
referenced files!!!).
If you are looking for program to download
*all files referenced by links*, then you need
something fancy: For example if you open
website and there are tons of manuals that
you don't want to download by hand file by file.
Use your search engine of choice (google?) to look
for "download manager". Personally I recommend
FlashGet.
panic mode