I have the same problem. I think I've done a little more troubleshooting. If I am downloading 1 file, it's OK. When I start downloading another file, it stomps on the first. The first one still looks like its downloading in the search window, but if you go to the Library window and look in the Incomplete folder, you'll only see the partial piece of the second download.

In Preferences, I have set up 8 simultaneous downloads, so that can't be the problem.