Hi @thomas.zdon
According to this http://forum.mockaroo.com/t/how-can-i-force-mockaroo-to-generate-a-file-on-the-server-instead-of-directly-downloading-it/800/2?u=mp_np, your file should be generating on the server.
I can't test as on the free version. Look in top right corner and is icon with cloud and down arrow. Is it there?