A good option for this excellent application would be to delete the last destination file if the task is canceled instead of leaving the unfinished data on the drive.
The program doesn't seem to do this and it should have an option to mimic the default Windows Explorer action which is to delete the canceled item.
Please post this request to the feature request tracker on sourceforge.net (see http://www.copyhandler.com/en/request-a-feature (http://www.copyhandler.com/en/request-a-feature)).