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Originally posted by ArMaP
When you are saving the page, right next the "Save as type" text at the bottom of the save dialog, you can choose the type.
"Webpage, complete" - I think this is the way you used with IE6
"Web Archive, single file" - The MHTML way
"Webpage, HTML only" - The same as the first but without the folder with the images.
I always use MHTML because it is easier having only a file to work with. Basically, this is the page and images saved like it was an e-mail, with the images in it.