See Downloading GPX/LOC Files (link)
You can also use the "Send to GPS" feature for individual caches which requires installing the Garmin Communicator Plugin (link)
As a premium member you can use Pocket Queries to have files of up to 500 caches each emailed to you or download files of upto 1000 caches from the 'Pocket Queries' webpage. See Creating Your First Pocket Query (link) and Pocket Queries: A Detailed Explanation(link) by Markwell.
For more info about geocaching with your Oregon see http://garminoregon.wikispaces.com/Geocaching