N.B. I'm using the debian package from DiapDealer on Lubuntu 12.10
One thing I've just found, if I add a html file, any html files, aren't include as they used to be.
Code:
<p><a href="001.html">Chapter One</a></p>
<p><a href="002.html">Chapter Two</a></p>
<p><a href="003.html">Chapter Three</a></p>
The files are in same folder as file imported.
Edit: Any linked css or image files are added.
Edit(2):
SORRY 
Just installed an older version to test (v0.5.3) and Sigil doesn't pull in the linked html files, must have mis-remembered -> calibre does that though - just me getting confused.