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From here, you need to jump through a few important security steps. For a start, let's get the process going:
1. Click the green Start my archive button.
Facebook will warn that this process may take a few minutes, up to about an hour, to collect all of your data into one place, ready for you to download.
2. Click the green Start my archive button to continue.
Facebook will let you know by email once the archive is ready to be downloaded. For now, you can sit back and wait while the email comes through with your secure download link.
3. Click the OK button.