What I have found when this occurs when a download is about to be saved, all I do is when this window comes up, just say yes. And due to the fact that the file is corrupt, it might not be the full file, or you computer might not be able to understand it.

Thus if this is the case, delete the file (whatever it maybe) and then simply download it again, but this time try from a different location.

Another simple way to not see problem to occur is when downloading files, I normally go for files that are of 4 star quality, and by doing this I haven't seen this problem happen to me.

But my suggestion is if this messenge pops up early in your download of even a 3/4 of the way though, either you have to choice to just delete it straight away and try downloading it from another place. Or you can wait untiol the file has finished downloading and then play it, and if the quality isn't as good or you have a problem with it, delete it and try downloading it from another place.

I hope this helps out.