How about something like this?

#!/usr/bin/env perl

use strict; # ...it's not just for teachers anymore.

my ($tmpFile, $finalFile);

sub tidyUp {
  # Time to go!
  if ($tmpFile && (-e $tmpFile)) {
    unless (-e $finalFile) {
      rename($tmpFile, $finalFile) or die ">>> Can't move $tmpFile -> 
+$finalFile ($!)\n";;
    } else {
      die ">>> Can't move $tmpFile -> $finalFile because $finalFile al
+ready exists!\n";
    }
  } else {
    die ">>> No temporary file to move.\n";
  }
}

# Now let's catch a few well known disruptive signals -- the troublema
+kers ;]
$SIG{'INT'} = $SIG{'QUIT'} = $SIG{'ABRT'} = $SIG{'TERM'} = \&tidyUp;

# Go on about your business ...
open(tmpFile, $tmpFile);
[download]

...

Utterly untested and written in a browser window to boot. If this code kills your dog, you've got my sympathy. ;]

Cheers!

--j