I want to save web-pages in the format that they are displayed in the browser.
I use Mozilla Firefox 3.0.3.I don't like to save the page from the browser window as it creates a folder along with the save file.
Please suggest a good software or technique to do so.
Thanks

HTTrack Website Copier - Offline Browser

Sound like you want a single flat file containing the page's contents. Assuming you have a Windows machine, check out the Firefox extensions PrintPDF and pdfit. I don't know to what extent they will preserve embedded links in the generated PDF.

Note that page behaviors (mouseover, etc.) will not be preserved in a PDF. A PDF is just a "snapshot" of a page with or without its links preserved. I doubt you'll find much software (if any) out there that will "flatten" a site into a single page - this would be extremely difficult to accomplish for a number of technical reasons.