There is a good tutorial for loading to Magellan units: http://www.follow-the-arrow.co.uk/resources/files/paperless_magellan.pdf
According to that tutorial, the download data shouldn't be loaded to the 'Magellan' file, but rather the 'Geocaches' file contained within the Magellan file (p.4). Likewise, the corresponding wpts should be loaded into the 'Waypoints' file.
Perhaps you meant that, but you did say Magellan file. Read through the tutorial, it is a goody.