When I export a file from GSAK, I save it to my desktop. Then I connect my PDA and access my PDA files from my desktop. To do this, I click Start Menu - My Computer - Mobile Device. Then I drag the new file icon from my desktop to my Mobile Device folder and voila, file downloaded.
I don't know if this will work for you, but this is how I do it (I have Windows XP, GSAK, and GpxSonar on my PDA).