Okay, thanks. But it doesn't seem to make any difference. I've one some more testing, it looks like calibre is creating a book from the last file in the list of links. No table of contents or the other files (it's short stories). For example in this list, the book will be created with the last file, in this case "Stuck on you"
<a href="the_allure_of_la.html" />
<a href="the_ghosts_of_christmas_crack.html" />
<a href="stuck_on_you.html" />