Still not working for us. Wade @ Garmin support confirmed just now that this is a geocaching.com issue. In the meanwhile, we're dowloading caches via mapsource (LOC waypoint button) but still want this issue answered since "send to gps" appears as a valid option for downloading caches and for some of you it works.
I have emailed Groundspeak because I got linked to them and will post any response I get. Other than that, anyone else still having this problem?