How can I make Xenu Link Sleuth check relative URLs?

I'm using an old free web crawler called Xenu Link Sleuth to look for broken links on my site.

Normally, it works pretty well for my needs, but the site I'm currently testing seems to use only relative URLs and it appears that Xenu does not follow them.

Is there an option somewhere to solve this problem? I know that Xenu is quite outdated, but relative links also existed several years ago. Xenu can support them.