You have to train the junk filter to your preferences. If you're seeing files marked as junk that you're pretty sure are ok... mark them as not junk. It takes a while for the filter to work out what's good & bad. It also depends on how strict you've set the junk filter. Have a read through the thread below, there's a lot of info about the filter
Junk filter
You might have downloaded a bad file. Did you preview it during downloading?
If it's only happened with the one file, chances are that it's junk.