Thank you for your response. I like the concept of Phex in that it is not restricted like the free version of Limewire, but this "Incomplete" issue is a real pain.
Having checked that the file is indeed complete, there is nothing one can do with it, such as renaming or moving, as Phex will not release the file until the application is shut down and restarted.
I shall however try your suggestion to see if this resolves my problem.