These symptoms especially the one about the file extension not matching the file means that you have probably downloaded a virus infected file.
Also having the rude message is another sign that the file is corrupted or not a good one to try downloading.
My advice would be to delete any files that you get like that and if you can't delete them try and get rid of them with your antivirus application.
Never download these type of files... Sometimes it will even show that a dozen people are willing to share these files - this is just a trick to get you to download the infected file onto your computer. The business about the file extension not matching the file format is a sure sign that this file is either a virus or corrupted in some way.
I just hope you can delete and get rid of them in some way and never download anything like that again.
Even if you manage to delete these files be sure to have your antivirus software fully up to date and do a full system scan. Double clicking on these type of files can unleash all types of viruses or trojan files that can infect your and other peoples computers that you are sharing files with. Whatever you do you need to find an article about computer security and thoroughly read it. You obviously don't know the first thing about computer security and you need to do some urgent reading as to what and how you keep your computer safe from these hazards that are all over the net just waiting for naive people to download and put them into circulation like you have possibly done.