I have been struggling to get this module working all day now. Finally I have it working.
What was not clear to me was that the path in the views-display needs to hold a file not a folder. When I changed my path from /orders to /orders.csv it started working!
Without the file extention I got the message that I do not have access to that folder.
Thanks for this great module. Because now I have it working, and it is working great!