Hi sqm,
Which client are you using (please let us know)?? If you're using LimeWire, check out these threads for some more info.
http://www.gnutellaforums.com/open-discussion-topics/55987-corrupted-files.html#post203443
http://www.gnutellaforums.com/general-mac-support/49521-limewire-downloading-problem-when-i-try-download-certain-files-they-get-corrupted.html (for Windows users, tools > options > view > popups will take you to where you can revert popups to default)
http://www.gnutellaforums.com/download-upload-problems/64701-what-does-mean-if-file-corrupted.html