This worked for me in 2.5 and 2.5.1 but broke in 2.6.
Now whenever I try to automatically upgrade a plugin, I get this:
Downloading update from http://downloads.wordpress.org/plugin/bad-behavior.2.0.20.zip
Unpacking the update
Deactivating the plugin
Removing the old version of the plugin
Could not remove the old plugin
I tried playing with permissions on the plugin folder and on the plugin and on the plugin folder and its contents (in a test installation), but I get no joy.