actually the answer (that unfortunately the Web Download feature is not working with WLL) is described on this page:
Ah sorry, it was just a very quick answer to your original post, which I obviously didn't read carefully enough - I didn't spot this was a WLL question.
I think the basic answer is to wait a few months - there will be other solutions along later in the year I'm sure. Of course it does also depend on what you mean by archiving - I'm guessing you mean something more than simply backing up the archive data.