Should not make a difference.
If this is happening repeatedly, check the drive you are downloading to. Use your computer utilities to check the disk is ok. If using Vista, set FW to run as Admin via right-clicking the program shortcut & choosing that option. That is one known cause for problems with Vista.

You could perhaps choose a different location to download to & see if that helps with future downloads. Some people have said that's how they solved their corruption issues.

Other possible causes? A very old modem/router not parsing the data correctly. Or an over aggressive security program that is monitoring your downloads.