I've been getting a 404 page today when trying to download the PGN (whether for a group of games or a single game).
This is well known.
See also a suggestion here.
http://en.lichess.org/forum/lichess-feedback/suggestion-disable-download-pgn-in-toolsadvance-search#1But you can download your own games thru your profile menu.
If you really want the pgn file from Tools/Advanced search, perhaps you may contact Thibault.
oh right, getting the pgn from a search doesn't work indeed. if you want your own games, using the export button in your profile should be good, specially since you don't have that many games yet