I at least can help with your issue.
The button that says "Download to GPS" only works with Garmin units (not Magellan). To get the geocache information onto your Magellan (without becoming a premium member, if you're not ready for that yet - that's the Pocket Query part) do this:
Click the button that says "Download gpx file"
Save it onto your hard drive
Open Geocache Manager (or the newer Vantage Point)
Click "open" then browse to where you just saved the gpx file (it will be something like GC12345.gpx)
Save that file in Geocache Manager
Click the "Send to GPS" button - the one with the satellite picture
You should get a message that says "Transfer Completed"
When you go back to the gps unit, you should be able to hit "Goto" and "Geocache Points" and then find the file where you saved GC12345, select that file and you're on your way.
It's not simple, but it actually transfers quite a bit of info. If you go into the menu and select points of interest and geocache points, you should be able to see the cache name, hider name, difficulty/terrain, date hidden, hint, etc. along with the coordinates. The .loc file only has the coordinates.
Hope this helps!