I haven't tried TedTalks specifically, but for most downloaded files, if you press "clear" in the Transfers page after the download has been completed, it'll just delete the file. For example, If you downloaded a video, you have to play it at least once, pause, press options and click save. Only then is it saved in the phone and now you can clear the transfers page. Stupid, I know, but maybe this could be your issue?