It is somewhat frustrating having to select each region of the UK (England, Scotland, Wales and Northern Ireland) to access the amount of data that is listed there. Obviously the design restriction is necessary for large countries like the USA where the data would be excessive.
However, setting aside that limitation the process is quite easy if you follow a few basic rules:
If you are returning to get more data, make sure you select "Country Level" from the drop down to reset the regions list.
Sometime, the device selection screen that allows you to pick your required format give an error that states that you need to select a region. Just close that window and go back and reselect the region you want. Very occassionally this also fails. In that case go back as re-select the category and then select the region again.