And, just to make sure you're not falling into one of the common problems first-time GWX users have:
Do NOT believe the red bar the first time you load a campaign, it will do exactly as you describe, and waiting 3 minutes while it SEEMS to do nothing is simply not long enough...
try again, and wait it out, depending on your system-specs you'll get the "not so long ago" screen in anything between 5 and 30 minutes (yes 30 on a 1 Ghz processor).
this is mentioned in the GWX manual under installation you know...