OS 10.2.4 or ? (I'm on OS 10.2.6 with LW 2.9.10)
Java is included in OSX. Run software update in your system prefs to get all the updates, including the updated java. Even though LW hasn't switched to using the newer java, the Mac OS update will still refresh the older java stuff too.
If you're not using the OSX Software Update, here's a link to the java download page
http://docs.info.apple.com/article.html?artnum=120197
I just tried d/l a few mpg's--so far no corruption. Anyway, some good files can trigger corrupt messages if the host machine hasn't refreshed a hash--try ignoring the message and continuing the download, but as david said, do test the file before sharing it with others.