Need help protecting download links with membership plugin

Hello, I'm using the membership plugin and everything's working fine, except for the download protection. I have tried to follow the instruction by Vaughan here:

but I still can't get it to work.

So, here's what I did:
1. create a URL Group, group name: Downloads

2. add my Masked Download URL ( to the URL Group

3. in the Download / Media Options, I chose Basic protection for the Protection Method, and add "Downloads" (without quotes) to the Protected groups

4. I go to Access Level, edit the Premium level and add Downloads to the Positive Rules, with the Downloads group checked

5. I make a new page called Download, Add Media, Upload the .zip file, and click Insert into page.

6. I add the Download page I just created to the Positive rule for the Premium access level

7. Now, when a premium member logins, and go to the Download page, the link is still not protected, please see the screenshot below, pointed by the red arrow.

What step am I missing here?