Error after Domain Change

I changed the domain name of my site.  For the most part everything seems to be working well.  But I am seeing errors on some pages such as teh following:

Webpage error details

User Agent: Mozilla/4.0 (compatible; MSIE 8.0; Windows NT 6.1; WOW64; Trident/4.0; SLCC2; .NET CLR 2.0.50727; .NET CLR 3.5.30729; .NET CLR 3.0.30729; Media Center PC 6.0; MDDC; .NET4.0C)
Timestamp: Thu, 21 Oct 2010 11:10:42 UTC

Message: Permission denied
Line: 3519
Char: 4
Code: 0
URI: http://openroadrides.com/cache_public/bx_templ_js_87d281e73850efe696f93f17df26ffd2.js

Has anyone seen this before or know how I can correct?  Also, since the change the user status (online or not) doesn't seem to be working.

Empty the contents of your cache, cache public, and tmp folders on the server except for the .htaccess files in those folders.

That seems to have done the trick.  One quick question though.  I had previously used the clean cache functions from the Adminstration portal.  Why did that not work?

It does not always clean everything.