Thanks for the replies - very useful.
You are right that was probably trying to download the Preview rather than the query result.
That said, although I now seem to get a zip file with a GPX, it seems to be for one cache rather than all in the query result set.
I'm sure I'll get there and its all simply my own lack of familiarity and understanding - so thanks for all the assistance of those who've been there already.
Happy caching,
SJT.