Once the Explorer Dialog box pops up, select the Drop Down Arrow to be able to choose the drive where your data is.
Then, select the Download Directory that your data is in.
If you have multiple portfolios, navigate down into the Download directory, and click the subdirectory you want.
Open that directory, and the highlight the Master file.
The software will then analyze all of the files in that directory and open to the first file in the directory, ready for you to start studying.