Widget: Downloads Categories / Tags = 404

Hello,

When using the Widget: Downloads Categories / Tags, the resulting link from the widget throws a 404 error.

The link resolves to: http://dev.mysite.com/aSubFolder/downloads/category/shawls/

I have a product with this category.

Do I need to make a page with a short code? But if I do this do I need to create the hierarchy? (downloads(page)/category(nested page)/shawls(nested page)

http://wordpress.org/plugins/easy-digital-downloads/