Keep in mind that the items go into your Downloads folder as per usual, but the actual collection file (plus any accompanying image file for the collection) goes into your Collections folder.
Oooohhh that's VERY good to know!! Maybe that's why I've not seen them, and perhaps I have downloaded some in the past, but didn't know that I had to take that extra step! I've never even heard that mentioned before, so THANK YOU! ^_^
And awesome website, I'm going to check it out now! XD I debated posting this question in the WCIF forum, but as I wasn't even sure it was a possible feature, I posted here instead.