This has now happened to me twice (so I guess I'll learn to not do this again) but when I try to move a file from one directory of my ftp site to another directory of my ftp site, the file completely disappears from both the target and source directories. Needless to say, this is a bit of a pain.
Does the problem still happen if you turn off the two site-to-site options, shown below?
(You normally only have to turn them off for Default Settings at the top of the FTP Address Book, but it's also possible that the address book entry for the site itself overrides the defaults, so it's worth checking the site as well after changing the defaults.)
If changing those doesn't help, how are you performing the move? (e.g. Cut & Paste, or dragging the file to the folder tree, dragging the file to a sub-folder, or dragging the file between two panes showing different folders on the same site...)