Ok, I am a diehard Firefox user, but the past few days it has been seriously flaking out. Anytime after you download a file, it tries to copy it from your $TEMP directory to the place you want your downloads to go (the Desktop for me). Well for some reason Firefox is now bombing when it attempts to copy the file from $TEMP to that destination directory.
As a workaround, you can open the $TEMP folder and copy the file manually, but you have to do it before you hit "ok" on the error dialog. If you don't then Firefox will delete the file.
I've reinstalled and the problem is still here. Guess I'll use IE until I figure out a better way. :(