Web Pages ( Complete - Offline )

The probable cause is that the web page contains a link to a StyleSheet which resides
on a different server than the one where the page is located. After some recent 
security update (MS02-023 Patch or later), Internet Explorer blocks access to 
StyleSheet code if the code is on a different domain/server. 
This is why the page fails to be saved. 

For more information about MS02-023, please see:
322928 MS02-023: Patch Available to Disable Frames in the Restricted Sites Zone
http://support.microsoft.com/?id=322928

The following is an example: 
=====================
1. Open the web site  in Internet Explorer on a machine 
where MS02-023 security patch or later (such as Internet Explorer 6 SP1) is installed.

2. Select Internet Explorer File menu and select Save.
3. Leave 'Save as Type' to 'Web Page, complete (*.htm,*.html)

Before saving of the web page is complete, and error message appears:
"Error Saving Web Page: The Web page could not be saved to the selected location".
You can click OK to close the message, but the page is not saved to disk.

If you do the same with for example  everything 
works perfectly.

ANALYSIS
========
The difference is that postimees.ee uses: 
  <ink rel="stylesheet" 
href="http://194.204.30.64/postimees/styles/postimees.css">
and aflonbadet:
<LINK rel="stylesheet" type="TEXT/CSS" 
href="http://www.aftonbladet.se/vss/sidhuvud/css/files/0,3590,bas,00.css">

194.204.30.64 is a different server than the current web page, while 
www.aftonbladet.se is in the same sever. 

To resolve the problem, you can inform the web site administrator to change 
the StyleSheet location in the website. 

Regards,
Hover Xue
Microsoft Partner Online Support