I also have just purchased the subscription and absolutely love it! However, I am spending so much time on this website my housework is being neglected!! I download individually onto a CD and in the evening transfer through to my ATA card. Haven't tried email yet jrob, but may give it a go.
I have a subscription and love it. Unfortunately, you can only download one design at a time or have them emailed. Hope you enjoy your subscription as much as I do.
I have not found a way to download all at once. I did however discover that with my particular software it was easier to have them emailed to me, then saved to my desktop, I then "moved files" to my embroidery softward by right clicking.... (yours may say "send to". Good luck and welcome aboard! ;)