Hi AussieLauren,
1) Until Windows 7, Hero Lab worked great without running in Administrator mode. However, win7 changed something (we're not sure what), and as a result Hero Lab must now run in Administrator mode under certain circumstances.
We've been working on a solution for this, but unfortunately it's not a simple thing to fix - Hero Lab is based on code that's been around for over 10 years, and over that time, Windows has introduced many new rules and guidelines for how to do things. We now need to go back through Hero Lab, find all of the points that rely on things being in the old locations, and fix them - and then make sure we don't break things for existing users while we do it.
I didn't realize the same problem applied to the 4e downloader - nobody has mentioned that before, and I hadn't encountered the problem myself. Based on your report, I'll get a solution for this implemented in the next downloader version, so it shouldn't be a problem in the future.
2) Wizards doesn't make a "download all data" option available to us, so our only option for 4e is to download thousands of small pages of data, one at a time. The WotC character builder has access to the big chunk of raw data, but unfortunately we don't have that luxury.
Because we have to make thousands of small requests to download the data, there's nothing we can really do to speed it up - each file downloads very quickly, but there's some overhead involved in starting the download for each one. Theoretically we could start downloading file B more quickly after file A has downloaded, but we don't want to "flood" the wizards server with requests - that might cause problems for their other users.
As you've noticed, the downloader can sometimes run into problems with the WotC servers returning incorrect results for a time - for example, they sometimes display the "Subscribe to D&D insider to see this page!" message, even when you're logged in. Originally I hoped this problem would go away, but it seems to be getting worse over time, so I'll need to look at it and see if we can handle that situation (and resuming a download) in a better way.
The good news is that since we don't use the D&D insider download mechanism, downloading the content into Hero Lab doesn't use any of your "downloads" for the month, so you're still free to download the official character builder and install it on up to 5 machines, even if you use Hero Lab.
Hope this helps!