Screenshot of settings :
http://imgur.com/orzWUWe
ls -l :
[root@freenas-server] ~# ls -l /mnt/Tank/jails/transmission_1
total 195
drwxr-xr-x  18 root  wheel    22 Apr 13 16:20 ./
drwxr-xr-x  10 root  wheel    11 Apr 13 19:26 ../
-rw-r--r--   2 root  wheel   965 Jul 10  2014 .cshrc
drwxr-xr-x   2 root  wheel     4 Apr 13 19:26 .plugins/
-rw-r--r--   2 root  wheel   253 Jul 10  2014 .profile
-r--r--r--   1 root  wheel  6197 Jul 10  2014 COPYRIGHT
drwxr-xr-x   2 root  wheel    46 Jul 10  2014 bin/
drwxr-xr-x   7 root  wheel    40 Jul 10  2014 boot/
dr-xr-xr-x   9 root  wheel   512 Apr 14 05:05 dev/
drwxr-xr-x  21 root  wheel   104 Apr 14 05:05 etc/
drwxr-xr-x   3 root  wheel    49 Jul 10  2014 lib/
drwxr-xr-x   3 root  wheel     5 Apr  2 19:04 libexec/
drwxr-xr-x   5 root  wheel     5 Apr 13 20:05 media/
drwxr-xr-x   2 root  wheel     2 Jul 10  2014 mnt/
dr-xr-xr-x   1 root  wheel     0 Apr 14 09:05 proc/
drwxr-xr-x   2 root  wheel   144 Jul 10  2014 rescue/
drwxr-xr-x   2 root  wheel     6 Jul 10  2014 root/
drwxr-xr-x   2 root  wheel   132 Jul 10  2014 sbin/
lrwxr-xr-x   1 root  wheel    11 Jul 10  2014 sys@ -> usr/src/sys
drwxrwxrwt   6 root  wheel     6 Apr 14 06:01 tmp/
drwxr-xr-x  15 root  wheel    15 Apr 13 19:26 usr/
drwxr-xr-x  25 root  wheel    25 Apr 14 05:05 var/
Tried it again last night (two-month-old was awake....), it seemed to work fine!  But then, tried this morning, and saw these messages in the console :
Apr 14 08:53:51 freenas-server kernel: <118>Apr 14 05:53:51 transmission_1 transmission-daemon[6170]: Couldn't create "/media/Finished": Permission denied (utils.c:424)
Apr 14 08:53:51 freenas-server kernel: <118>Apr 14 05:53:51 transmission_1 transmission-daemon[6170]: Couldn't create "/media/Finished": Permission denied (utils.c:424)
Apr 14 08:53:51 freenas-server kernel: <118>Apr 14 05:53:51 transmission_1 transmission-daemon[6170]: MoreThanAVote Bundle error moving "/media/incomplete/MoreThanAVote Bundle/00_What's-Inside.html" to "/media/Finished/MoreThanAVote Bundle/00_What's-Inside.html": Permission denied (torrent.c:3099)
So, clearly a permissions issue, but not too sure where to go from here.  Seems that transmission wants to create a "Finished" directory with a capital F, whereas I've clearly got "/media/finished" in my settings as per screenshot.
(The source directory is indeed capitalized, but.....??)
Thanks!