There are several options.
You can use Winhttracks.
It saves the entire website so you can browse it later offline. There are a lot of possibilities to limit the files you want, but I never was very good at setting them like I wanted :(
Another option is in IE7 to click on 'pagina', 'save as ...' and then save the page as mht file.
I do that a lot. Saves a single page, keeps the links in it working.
Yet another option is to save the page as an image.
If you use FastStone Capture (the old version, there is a link somewhere in my posts, but I can't remember right now. Anyway that one is still free, new version isn't) you can save the entire page, also the part that doesn't fit on your screen. It's very handy:)
And it is a nice screencapture tool anyway.
Hope there's anything in these that works for you:)