There seem to be a lot of GUI tools out there that purportedly download entire websites. The last one of these I tried using was SiteSucker, which sucked pretty badly. What you really need is this:
wget --recursive --no-clobber --page-requisites --html-extension --convert-links --domains mywebsite.com --no-parent www.mywebsite.com
run from the terminal. I put this here in the interests of me remembering all the options and hopefully someone else saving themselves so many boobless hours of crap applications that don’t work.