WP 2.9.1, MM Forms 0.9.7b
I go to the MM Forms Settings page, and choose to Export the file, and then I choose to download it, getting a 404 error.
I then ftp into my server and look in the plugin's "export" folder, where I find a file called ".csv" -- not the name of the file that i was trying to download, but apparently a csv file without a name.
I downloaded THAT file via ftp and opened it in a text editor. The file contains the column headings, but none of the data in those columns (there should be 3 rows, as 3 people have filled out the form, and I can see their entries in the MM Forms control panel so I know they're there).
Otherwise the plugin works well, but as I chose it over Contact Form 7 because of the data-storage and -export capabilities (unlike most other WP form plugins, which just email the form contents and don't store them anywhere), I'm going to check out formbuilder. Thanks for the tip, @luispunchy!