A brief test shows that my system behaves as expected. Both download from PD and the CAM work, although the CAM download is marked by PD as downloaded after a restart.
Please check the folder c:\users\public\Cyberlink\Downloaded Audio.
That folder should contain folders that each contain a downloaded audio file. I guess that PD looks in these folders in combination with some index file.
Try to download music and from the time stamp of the folder you can see whether it is there. Maybe it helps to rename the folder to something so that CAM/PD do not see it, and try to download something (again) from both PD and CAM. And see how things behave. If the works, then you can forget the folder that is set aside.
And as a last resort (which worked for me some months ago) is reinstalling both CAM and PD.
I assume that you have the latest versions?