File will download in iTunes, then disappear (completely) on Mac (Win works!)

I am a university professor trying to get students into using iTunesU but a mess arises.
MIT's linear algebra is a fine course but on Mac (10.6) with iTunes (10.4) one lecture (LU decomposition) will download fine and then disappears forever. I checked the iTunes folders in $HOME (unix lingo for /Users/name), $HOME/Music, checked elsewhere (went to the root (aka /) and did a find ./ -name *filename* and nothing turns up. I downloaded again and went to the download directory. I see the file growing to proper size and then it simply is gone. It is not transferred properly. I tried ps -aef and saw nothing (but it may go too fast). There is nothing in the bin either.
This happens in several courses, not only MIT. Other lectures in the same directory go flawless.
Issue is a Mac 10.6 / iTunes 10.4 thing. It runs fine on a Windows machine and I can download to my iPhone from wireless at home.
Second, and related issue. Many students have iPads, iPhones, iPods. They're excellent to store some iTunesU lectures but it seems that once transferred to the iPhone from internet, there is no way to delete the files (or transfer them to Mac) !?
Thanks for the help !
Patrick

Just adding my voice to this problem. I've watched iTunes try and download the same iTunes U video file about ten times and every time it completes the iTunes U list just resets and lists it as being available to download. Trying to play it straight from the downloads list has no effect.
I've tried signing in but this one particular file still refuses to download. Even deleting everything in the iTunes temporary download location and checking the permissions of that folder it is still giving me problems.
While I've been able to successfully download a couple of other videos, the one I actually want to watch refuses to work. I am desperate for help here. I've made a genius bar appointment because I have run out of ideas here.

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