How large is the file? Unfortunately we have no idea what you can do. With LW 5 if it designates a file as corrupt, there is no method of continuing it that I am aware of.

Either the original file is corrupt or something is corrupting the file after you receive the bits. One possibility is you change download location, hopefully this will reduce chances of this re-occurring. I'd also suggest you defragment your drives (whilst LW is closed) before you do this.