Many people on various sites are saying that the "Send to GPS" does not work with the Oregon 400 from Garmin, this is not strictly true. Firstly install Garmin Communicator software (link is available in Geocache.com)
When you plug in your Garmin to your PC, the Garmin askes "USB Cable detected, would you like to go to mass storage?" The correct answer here is YES. This puts a picture of a PC on the garmin, now simply press send to Garmin on any Geocache you like and it sends it straight away.
Hope this helps,
Regards
Simon