It's due to either their being a bit or byte or three that's missing. That might be due to the dwnlding proces or the file itself being corrupt at its source. LW will attempt to re-dwnld that last bit up to I think 6 times before it will give up. If it's due to the dwnlding process such as lost or damaged packets then there's a chance it will succeed in re-dwnlding it. However if it's corrupt any way or there's a wall such as a firewall or two or three then that might be the reason for the problem. Yes packets on dwnld info can be damaged via a firewall. Such as those that are not configured properly for LW or p2p.

Solutions? Well if it fails! You can try to re-dwnld it. If fails again or even before, choose a different source if possible.
Doing a search for more sources will certainly help which ever way you choose.