By using WinHTTrack you can download entire websites and open them offline. This program can save the complete structure of a website. The download will be fast enough if you do not include multimedia files or limit the number of sublevel of a website that you will take.
Info : http://www.httrack.com/
OS : Win 95/98/ME/NT4/2000/XP/Vista
Download : HTTrack 3.43