Tony,
in your screenshot under Layer, where it says DriveTimes, click the small triangle next to it and download your data there. Then you can open it in ArcGIS Desktop.
Or open an empty MXD, click the little triangle icon next to your Add Data button and choose "Add data from ArcGIS Online. Make sure in your mxd that you are signed into your ArcGIS Online account (File -> Sign in...)
Hope this helps!
Tim
Thanks for the response Tim
I was not able to Download from the triangle under Layer. The attached photo shows what window pops up when I hit the option under the triangle, which is Service URL. Also I was trying from Desktop and it still was not loading the feature service
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