Try previewing the file...does it sound ok? What happens if you continue with the download after you get the corrupted file message - does the file play ok?
Check out the thread below for some info about what might be causing the problem.
what does it mean if the file is corrupted?

If you use the forum search to look for corrupt or corrupted, you might find some more info.

Also, try another search for the same file. Find a single modem source & download the file from them. Is that any better?

Don't forget to check files with Bitzi before download.
How to use Bitzi
Even though audio files aren't often rated, if the files are crappy then there might be some info about them.