I think the designs have to end with .dst
I have window xp and found the easiest way for me to download is to open the folder that holds my designs highlighting the design then in the left side of the folder view is a section that says file and folder tasks, under there is a comand that says "copy this file". After clicking on this a new box comes up and under "my computer" there a link that says "removable disk" there will be a letter but the letter depends on how much you have on your computer highlight this then click the "copy" button. Hope this works.