I've got the same problem. It's a real pain in the royal. Try this whenever it happens: search for your d/l in Sherlock, it will always find it where it belongs. When it does drag the file from sherlock and just wave it over a finder window (or the desktop) where the file should be. This is a pain but I've found no other solution at this point. Note that this does not happen if you are using a UFS format on your drive, but that carries it's own set of problems.