You will see this if:
1) You are not a member of the group
2) The account you set in Master Login is NOT the account linked to the group you are trying to download.
Master Login is just a default for new groups.
You can set the login details of each group individually. Right click on the group name and choose Group Setting -- > Group Logon.
If the user is set to (default) it means it will use the details in Master login but you can override that by changing the user name & password in Group Logon.
Cheers,
Wilson.