What type of audio file was it? If it was a WMA files then you should see this What you should know about WMA Files

About corrupt audio files, it can happen for a couple of reasons. One is the initial info about the file that was downlded disagrees with the file that's actually downlded (perhaps a bit or byte or more different), so LW will attempt up to 6 times to recover this data by redownlding that portion.
Two is this: T3 Spammers; mp3 Bit-Rates Versus File Sizes

Also keep in mind some people mislabel files either thru laziness, ignorance, accident, or deliberately! That's why previewing a downld can sometimes help determine if it's ok or not.