I've had this issue as well. I *think* i've found the problem.

It seems that the only downloads that get stuck are the ones that i'm monitoring on the downloads tab. Basically, if i'm clicked on the download when it finishes, it gets stuck in the "incomplete" directory. It doesn't matter if i'm in a different tab or not while i'm downloading. As a work around, I make sure i click on a different download (one that is gonna take a really long time) before I go to another tab. Since i've started this practice, the problem hasn't come back. (of course, it's only been a week.)

I think this issue came up from the implementation of the monitoring feature that lets you monitor the progress of the file in its pieces. Since the action of your clicking on the file in the downloads causes the program to actively scan the file in question, it prevents Phex from being able to move the file to it's new directory. As a side affect, the program locks the file permanently and doesn not allow you to modify or move the file yourself. At least, this is what's happened to me. The file remains locked until you shutdown Phex.

Specs for the development team:

O/S - XP pro SP2
PC - AMDxp 2000+, 1gbRAM
Phex Version 2.8.2.92
Java v1.5.0_04-b05

R-
jerle