Your description is not clear. Are you meaning from within LW? Are you meaning from the downld window or the Library window?
 
If a file is corrupt during the downld process then you'll get a warning normally. If you ever clicked to always to use that answer, then you may need to revert popups back to default.  
It might be worth seeing this  
T3 Spammers; mp3 Bit-Rates Versus File Sizes