Downloading the entire website may be good for you, but it is not ethical for two reasons. One you are downloading the contents without the webmasters permission and second you choke to allotted bandwith and may even cause the site to be off for some time.
If you should do it, try httrack (www.httrack.com). I used it long ago, it was freeware then. I am not sure of present version. You may find in old Digit CDs
Remember, not all sites can be downloaded, some take precautions and prevent these mass downloaders from working.