Wget only downloads the index file

I tried to download a website, but all Wget downloads is the index file! I tried typing in different address many different ways, sometimes it asks me wether I want to download just the index, or all the multimedia files, ect. but every time it ether downloads just the index file with no images, or nothing at all! I am using a wireless connection, and I am pretty darn sure the websites that I am getting the indexes to are not blocking me.

Please explain yourself thoroughly, if you are going to do anything with command line then tell me every single speck of detail, I have no knowlege of termanal.