For the list of supported Quicken products, click here. If your subscription has expired, or you are using an unsupported version of Quicken, you cannot download a Web Connect file. Important: Web Connect files require access to online services in order to validate the file and the transactions for security purposes. For more information on the different connection methods in Quicken, see Connection Types in Quicken for Windows. This is different from Express Web Connect, in which Quicken connects to the financial institution's website and downloads the transactions for you. Web Connect is a connection method in which the transaction download is initiated by visiting the financial institution's website and downloading the file containing the transaction information (known as a QFX file) directly from there.