It's weird, really weird.
Every time I open a .sql file that is on my desktop and I save it from JEdit, the icon of the file is put under the Bin Icon like when autoarrange is on. It just happens with JEdit.
I guess your issue is caused by the two stage save feature (described below), disable it and see if it still happens.
Two-Stage Save
To prevent data loss in the unlikely case that jEdit should crash in the middle of saving a file, files are first saved to a temporary file named #filename#save#. If this operation is successful, the original file is replaced with the temporary file.
However, in some situations, this behavior is undesirable. For example, on Unix this creates a new i-node so while jEdit retains file permissions, the owner and group of the file are reset, and if it is a hard link the link is broken. The “two-stage save” feature can be disabled in the General pane of the Utilities>Global Options dialog box; see the section called “The General Pane”. http://www.jedit.org/users-guide/saving.html
