same problem, first time i've seen it happen
relevant bit i found in the log:

Mac OSX 10.6.6
jDownloader 0.9.581

------------------------ Thread: 21 -----------------------
21 6/20/11 7:11:47 PM - FINER [java_downloader] -> onCHunksReady
21 6/20/11 7:11:47 PM - INFO [java_downloader] -> Close connections if the are not closed yet
21 6/20/11 7:11:47 PM - INFO [java_downloader] -> Closed connection before closing file
21 6/20/11 7:11:47 PM - INFO [java_downloader] -> Close File. Let AV programs run
21 6/20/11 7:11:47 PM - FINEST [java_downloader] -> no errors : rename
21 6/20/11 7:11:47 PM - SEVERE [java_downloader] -> Could not rename file /Users/****/Downloads/_Comics - to Sort Out/_To Sort/Palcomix.part15.rar.part to /Users/****/Downloads/_Comics - to Sort Out/_To Sort/Palcomix.part15.rar
21 6/20/11 7:11:47 PM - SEVERE [java_downloader] -> Error occured: ERROR_LOCAL_IO
21 6/20/11 7:11:47 PM - SEVERE [java_downloader] -> A critical Downloaderror occured. Terminate...
21 6/20/11 7:11:47 PM - WARNING [java_downloader] ->
Error occured- latest: ERROR_LOCAL_IO
00000000001000000000000000000010 <Statuscode
00000000000000000000000000000010 |FINISHED
00000000001000000000000000000000 |ERROR_LOCAL_IO
ErrorMessage: Could not rename Part File