If you cannot see the transaction, then it has most likely been revoked (access has been removed). Please speak to the person who sent the data.
There are a number of reasons that you may be able to see the transaction, but not be able to download data.
Data has expired. Data automatically expires after a number of days or downloads. Once the data has expired, you must speak to the person who sent you data to have it re-sent.
You're using an unsupported web browser. You need a modern HTML5 browser to work with MX.
You need to clear your browser cache. See the instructions here.
Your IT group operate a whitelist which is preventing access to our MX download servers. See here