OK I uninstalled XDP and re-installed it. There was still no sign of "USWebCoatedSWOP.icc" in the required location.

So I copied the entire contents of
C:\Program Files\Xara\Xara Designer Pro X10\Filters\ENG\PDFXFilter\icc\
into
C:\program files\xara\xara designer pro x10\icc\

It seems to work fine now. But this is clearly a bug, I'd say.

Trying to help

J