More and more journals are requesting that you make your proteomics data available when publishing a proteomics manuscript. The most commonly used database for proteomics identifications is the Proteomics Identifications Database (PRIDE).
If a wanted project is not in the list try finding it via the PRIDE web pages and download it there. For private projects you will have to log in first. Once downloaded you can add the projects to the list via the Local Projects Folder. To change the folder simply click the link in the lower right corner below the project table.
In some cases a project will return a "no validated spectra" error even though there are spectra in the project. The reason for this is that spectra may miss important information like precursor mass, or because the spectra are not MS//MS spectra, e.g., for PMF data. If there are no valid MS//MS spectra in the project the data cannot be converted to MGF and the process is stopped.