The download directly from the cache page only works for Garmin units . . . but for the past week or so, that hasn't been working correctly, even for Garmin GPSrs.
When you become a Premium Member, you will be able to create Pocket Queries, which are files containing as many as 500 caches, that are emailed to you.
Then you can use a program like GSAK (Geocaching Swiss Army Knife) to filter, slice, and dice the data before Exporting in the correct format for your Magellan GPSr, or MapSend maps.
GSAK also converts the data in the correct format for your PDA, if you have one already, so you can cache "paperless."
Yes I do have a Win Mobile 5 PDA, I might give that a try. Thanks