it might - though there may be cases where you really need to have your browser be told to open the files in order to scan the page properly.
for example, imagine you have a list of urls to pages with multimedia radio players on them, which you need to actually open and start playing before a url will be found.
in that case you really need a program that will force your browser to open each url, pause a bit in order to give the radio activex time to start, and then load the next one.
but most of the time i would think a program like httrack would be sufficient. nice find.