oK firstly, when you finish seeing the error message, do oyu see a corrupted file? if the answer is yes follow the intructions posted
here.
If you can't see it, clear your cache. If you are using Internet Explorer goto Tools > Interop Options > Delete Files > Ok
If you are using Firefox goto Tools > Options > Privacy > Cache > Clear Cache Now
Once you have done that you can redownload the file.
If that still doesn't help then clear your cache again and try downlaoding from
here. And if that doesn't work, then I can't think of anything else that will get it to work