Saving Webpages Several Layers Deep

Some of you have no clue why someone would want to save pages into a website. Let me give you just ONE for instance: I am copying tutorials on how to use Paint Shop Pro. There are no tutorials which have all the topics of how to use it on one page. I would have to follow the links to every single page and copy and paste, or save the whole pages individually. Thus, rather than saving the whole website, I am wanting to save the whole tutorial at a website.. D’oh! It means I want to save the main first page of the tutorial, and all the pages of the links it points to for that tutorial for chapter 2 and topic blah blah and subtopic blah and index and appendix. The one I found has main page of the Table of Contents, and most of the chapters I’ve quickly looked at have one or two pages each, so I’d be pretty safe to save “3 pages deep” or “3 layers deep” when saving that web PAGE in layers. That’s what this is all about. Not about saving whole websites. So, stop being pains in the backside coming up with all kinds of reasons why you don’t think someone should want to do this. It’s a shame IE removed this feature… I used to do it a decade ago all the time. If anyone knows of viable way to do this, I’d sure appreciate a working reply.