Under the Samples tab in LINQPad, you can download more samples.
When I clicked this, I got an error telling me that the file in ...\AppData\Local\Temp\LINQPad was not a valid zip file.
So I ran up the estimable Fiddler in order to see what was happening and when I tried it, it all worked!
Somehow, putting Fiddler in the middle fixes the problem.
Bizarre, but alls well that ends well!