There are many sites with helpful info on downloading designs. This may not be your issue, but one thing I learned early on with downloading, saving, opening, copying the files, and using the design is that the process of embroidering has an order to it. Once I got the gist of downloading, saving, transfering and the actual embroidering, I went and purchased EQ Stitch. There went my files! The program switched all my .jpeg and .pes files to have the computer open them in EQStitch instead of Design Gallery. I didn't want to always use EQStitch; I wanted to go right to the machine without designing any blocks or quilts or editing. So I had to go into my default programs and change my .pes back to open in the Designers Gallery program and change how my jpeg files opened. Sometimes, downloading software or updating IE or Firefox, those default programs have changed and I need to go in and change them back.
Here are a couple of links that have a lot of info on design file downloading.
http://embroidery.marthapullen.com/d...ing-help-hints
http://www.emblibrary.com/EL/help.aspx?page=helptoobig
I hope you find your answer. When you do, will you let us what your solution was?