In case anyone else is having trouble with this:
I found out you can download the .obf files using a web browser, directly from this page:
http://download.osmand.net/rawindexes/To download successfully, I had to click on each link, then save as the suggested filename ("download.php").
I then renamed the file to a ".zip" extension and unzipped the file.
I found that if I renamed the file to a .zip extension
before downloading, the zip file would be corrupt and not unzip. Perhaps this is what is happening when I try to download in OsmAnd??
I then copied the files to my device, under the "osmand" folder.
This worked!
For more information, see this page:
https://code.google.com/p/osmand/wiki/HowToDownloadData