Some web pages might be protected from being copied. Just disable active scripting in Tools >Internet Options > Security > Custom Level of internet explorer and try again.
Alternatively try to save the webpage in *.mht format. You need to have winMHT installed on your PC. search for WinMHT in google for download links.
But if you want to save the contents, I suggest you to download Jaws PDF Creator form this link below...
http://www.pdfsoftware.com/assets/Ja...torEn_v3.6.exe
It will install as a printer and next time you want to save the page, just choose Print and choose Jaws PDF creator as the printer. It will create a PDF file for you. Which would be easy to manage.
One more thing.... keeping so many applications running (SEE SYSTEM TRAY ... ) and so many windows open might slowdown your PC.