I may have been mistaken about a keyswitch on that particular model. If it doesn't have a keyswitch, try putting the processor in "Stop" mode, choice 2 in the APX software menu, before downloading your program. After downloading, put the processor back in "Run" mode, choice 1 in the APX software menu.
Before you can download a program to the PLC, dont forget to "Load" your program into the computer software, choice 7, then choice 1, then type in the name of the program, without the extension, press Enter. Next to verify that you have the program loaded into the computer by pressing Esc. back to main menu, then choice 8 Print, then choice 4 CRT, then, choice 1 Ladders, press Enter. Scroll thru the ladder.