As long as you have the p and q files, it´s safe to continue. An error writing to an intermediate file will at most cause a loss of some iterations (since the last save). Why the name of that particular file start by r I´m not sure, but from my past experience getting an error like that poses no problem. Keep on crunching...
Note that Prime95 doesn´t automatically stop on errors, rather it gives out error messages to warn the user that something may be wrong. Read Prime95´s help for a description of the errors and their potential severity.
Ah, Happy New Year to you, too!