You are able to pin as many worksheets as you like, but as a Basic member you have to download them one at a time. I think you are hitting "download all" and it is taking you to the PLUS subscription page as you mentioned. To download each worksheet individually, click on the worksheet you want to download and select "Get this worksheet".
If you do hit " download all" and want to get out of that subscription notice, click the blue "x" in the top right hand corner and it will take you back to your previous page.
Once you have downloaded your 10 worksheets in a month you wont be able to download any more, but you will be able to pin them and save them for next month.