I'm trying to download my data for QB desktop. I've requested the data, received an email saying everything was good and I'm being directed in the email) to...

Let me help you sort this out, @nkeithbarton.

When you convert your QuickBooks Online company file to QuickBooks Desktop, you'd receive an email from Intuit informing you to click the task or to-do item. Since you’re unable to locate the To do or Task section, let’s go back to the Gear icon and complete the process.

Let's first make sure to use Internet Explorer and this link to start the exporting process: http://qbo.intuit.com/app/exportqbodatatoqbdt. Now, you're ready to start your exporting process.

After that, proceed with the steps below: 

1. Select Install under ActiveX Control Now.
2. When it's finished, click Continue.
3. Choose the data you want to export, then click Continue.
4. Review the limitations and choose Continue.
5. Enter your contact info and then click Continue.

Once completed, you'll get an email when your data is ready. Afterward, go directly to Step 4: Finish exporting your data to complete the exporting process: Export your QuickBooks Online data to QuickBooks Desktop.

Stay in touch with us here if you have other questions about managing your QuickBooks company file. I'm always here to help.