Also check length of path and filename, in Windows there is a 255 max character limit
so trying to move a file with a with very long directory and file name to C:\Documents and Settings\User Name XYZ\My Documents\Shareaza Downloads, you could reach that limit.
Change default save directory in download setting to something short like C:\XYZ then try to move file. I have only hit this problem with a large Bit Torrent download that had many files in it and the move extracts the files.

Hey lol, the last post in this discussion has been made on August 16th, 2006. I don't think that guy is still waiting for a reply.

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