There are two possible resolutions to this problem:
RESOLUTION 1:
Change the authentication method for 'DefaultInstance' in IIS to 'Forms' and 'Anonymouse', disabling 'Windows Authentication'; then ensure you use 'Archive Manager Authentication' with the Search Exporter and use the same credentials that you used for logging into the Archive Manager website and performing the initial search.
RESOLUTION 2:
Login to the workstation as the same user as was used to login to the Archive Manager website. Continue to use 'Windows Authentication' with Search Exporter.