Thanks for the effort.  That is how it should work but I found I have to

1. Download the online file to my desktop or anywhere except the regular turbotax file location.

2. Open it with TTDT.

3. Save it to the regular TTDT file location

4.  Then I can transfer the file into ProSeries. 

TTOL files are no longer liked by ProSeries!  This requires me to unnecessarily purchase TTDT.