Ok, I've found that in Windows, PSP 8 will create a file like JSC###_[username] where ### is different each time PSP 8 is started (which kinda explains why the Temp Files directory is cleared when PSP 8 starts up). So, I know there's no way to pre-create the file in Linux because you never know what it should be.
I'm wondering though, would using "Temp Files" be what's causing problems? I mean there's a space in the word. It really shouldn't matter, but for writing files, I'm wondering if it makes a difference?
I'll be testing out my theory this coming weekend, when I have more time and have my Linux side installed (yes, I'm in Windows at the moment :)
If anyone else wants to test it, try running PSP and setting the Temp File directory (somewhere in File-Preferences-File Locations, Undo/Temp files) to something that does NOT have a space in the name, like TempFiles. Then create the path and make sure it's WORLD (other) writable. See if that works...