I also have this problem when downloading a .dmg file in Safari, and I found the relevant log in Console. It seems that the sandbox blocked the saving process.
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com.apple.WebKit(396) deny file-write* /.MobileBackups/Computer/2014-07-29-090343/Volume/Users/userName/Downloads/gimp -2.8.10-dmg-1.dmg.download/gimp-2.8.10-dmg-1.dmg
Process: com.apple.WebKit [396]
Path: /System/Library/PrivateFrameworks/WebKit2.framework/Versions/A/XPCServices/com. apple.WebKit.Networking.xpc/Contents/MacOS/com.apple.WebKit.Networking
Load Address: 0x10e44b000
Identifier: com.apple.WebKit.Networking
Version: 9537.77.4 (9537)
Build Info: 4-WebKit2~7537077004000000
Code Type: x86_64 (Native)
Parent Process: launchd [1]
Date/Time: 2014-07-29 09:04:20.457 +0800
OS Version: Mac OS X 10.9.4 (13E28)
Report Version: 8
Thread 0:
0 libsystem_kernel.dylib 0x00007fff8cf1faca __setattrlist + 10
1 CoreServicesInternal 0x00007fff8e90f7cb _FSURLSetResourcePropertiesForKeys + 862
2 CoreFoundation 0x00007fff8aab2a42 CFURLSetResourcePropertiesForKeys + 114
3 CFNetwork 0x00007fff8de0d54c URLDownload::_internal_setFileAttributes() + 522
4 CFNetwork 0x00007fff8de0cdce URLDownload::_connection_didFinishLoading() + 172
5 CFNetwork 0x00007fff8de0f08a DownloadConnectionClient::_connectionDidFinishLoadingCallback(_CFURLConnection* , void const*) + 30
6 CFNetwork 0x00007fff8dd84284 ___ZN27URLConnectionClient_Classic26_delegate_didFinishLoadingEU13block_pointer FvvE_block_invoke + 104
7 CFNetwork 0x00007fff8de3a820 ___ZN27URLConnectionClient_Classic18_withDelegateAsyncEPKcU13block_pointerFvP16 _CFURLConnectionPK33CFURLConnectionClientCurrent_VMaxE_block_invoke_2 + 84
8 CFNetwork 0x00007fff8dd5fcf1 ___ZNK17CoreSchedulingSet13_performAsyncEPKcU13block_pointerFvvE_block_invoke93 + 30
9 libdispatch.dylib 0x00007fff8c7521bb _dispatch_call_block_and_release + 12
10 libdispatch.dylib 0x00007fff8c74f28d _dispatch_client_callout + 8
11 libdispatch.dylib 0x00007fff8c751673 _dispatch_queue_drain + 451
12 libdispatch.dylib 0x00007fff8c7529c1 _dispatch_queue_invoke + 110
13 libdispatch.dylib 0x00007fff8c750f87 _dispatch_root_queue_drain + 75
14 libdispatch.dylib 0x00007fff8c752177 _dispatch_worker_thread2 + 40
15 libsystem_pthread.dylib 0x00007fff8b499ef8 _pthread_wqthread + 314
16 libsystem_pthread.dylib 0x00007fff8b49cfb9 start_wqthread + 13
Binary Images:
0x7fff8a9d4000 - 0x7fff8abb9fff com.apple.CoreFoundation (6.9 - 855.17) <729bd6da-1f63-3e72-a148-26f21ebf52bb> /System/Library/Frameworks/CoreFoundation.framework/Versions/A/CoreFoundation
0x7fff8b497000 - 0x7fff8b49eff7 libsystem_pthread.dylib (53.1.4) <ab498556-b555-310e-9041-f67ec9e00e2c> /usr/lib/system/libsystem_pthread.dylib
0x7fff8c74e000 - 0x7fff8c768fff libdispatch.dylib (339.92.1) <c4e4a18d-3c3b-3c9c-8709-a4270d998de7> /usr/lib/system/libdispatch.dylib
0x7fff8cf0a000 - 0x7fff8cf26ff7 libsystem_kernel.dylib (2422.110.17) <873931ce-d1af-3596-aadb-d2e63c9ab29f> /usr/lib/system/libsystem_kernel.dylib
0x7fff8dd40000 - 0x7fff8deb0ff4 com.apple.CFNetwork (673.4 - 673.4) <f3bf6020-99be-3844-a7b8-352b93ad02f3> /System/Library/Frameworks/CFNetwork.framework/Versions/A/CFNetwork
0x7fff8e8fd000 - 0x7fff8e929fff com.apple.CoreServicesInternal (184.9 - 184.9) <4dea54f9-81d6-3edb-aa3c-1f9c497b3379> /System/Library/PrivateFrameworks/CoreServicesInternal.framework/Versions/A/Cor eServicesInternal