We think we've figured out the cause for this. Currently, we try to overwrite the image on your server when we pull it down from Facebook. Depending on how the server is configured, you may get this error. This only (we think) occurs when a user re-registers on the site, so it shouldn't be seen by new users (since the file won't exist in this case). We have it in our project planner to add a check to see if an avatar with the given filename already exists, if so, delete it, then grab the Facebook version.
Let us know if the above doesn't sound correct.