Whenever I attempt to download a document through my PC to the "my files" section of my Nook HD+, I get a message that says "You can';t download to this location."
This is something I did all the time on my Nook Color, with no problem at all, and want to continue to do it with my new HD+.
It's because the HD+ use MTP, not the same mounting process as the Nook Color. The HD+ is mounted as a media device and the Nook Color is mounted as an external drive device. (Yes, they both show us in Windows Explorer but differently.) You have to download first to your PC and then transfer it to the HD+ (as you've discovered).