Thanks to a user called Pete who gave me an insight into what's going wrong I have come up with a workaround:
Choose File--> Options--> Workflow--> Skip Authorisation.
Obviously for this to work you need to be recently logged in to YG! using IE (not Firefix or Chrome, PGO uses the IE cache).
The first time you try to download you will get the error "Object not set to an instance of an object".
This is an initialization problem which does not recur per session so try to download a group, get the error, choose another group, download that and go back to the initial group.
BTW have patience, it may seems initially that nothing is happening but downloading seems quite slow at the moment (for me anyway).
Cheers,
Wilson.