Hi, Peggy. I would recommend downloading the production sheet as they tend to be more accurate than color information that downloads to your machine.
To download your embroidery.com order:
Go to "My designs" under your name on our home page.
Then click on one of the designs you would like to receive, and you will see the option to download one of its formats.
To download all of the designs in one zip file click "view or download all items in order"
This will give you the order number.zip. Click on that.
Next choose the machine embroidery format you would like to have for the order.
This will create the zip file for you, and you can then click on the "Download Zip File" icon which appears, as below:
After you do that, the image "delivering zip file" will appear. Now you just need to check your downloads folder, and there will be your zip file of embroidery designs.
You will then right click on the file to find your "extract" or "unzip" option.
This last step will look a little different on your computer, depending on which unzipping software is normally used, but just look for the word "extract", and you will find what you need.