Been away too long!
I created an advanced workflow called DoesFileExist which does a get filepath (passed from the event rule) file information that I execute before the file transfer task. This returns an error to the event rule that triggers the "if action failed" track after the Execute. In your case, you could just stop processing more rules.
What about "If File Does Exist at..." after your download step? then follow that with your move.
Feel free to post new Questions or Discussions.
I found this on the KB for Globalscape: