This is becuase you are using a DHTML menu for all of your links, and the script for that menu is actually added with script, which prevents site import from finding it.
All of the links are actually in the script file added with:
Just like google, or yahoo... Site import isn't able to index and follow links specified in this mannor.
To get around this problem, try importing the page: popupie.js
That will probably import the whole site.