It means that the file is corrupted. There can be many reasons for that.
What Browser do you use?
Let's try redownloading again.
First delete your browser cache.
Then make sure no security software or download manager can interfere.
You can download during a clean boot to be sure no security software interferes, but you might have to take care of disabling a download manager manually, if applicable.
Deleting the browser cache:
Before downloading the game again you should delete your browsers cache/temporary internet files so that it is not loaded from there:
Internet Explorer 7: In the menu choose "Extras/Delete Browsing History...". In the resulting Window select "Delete files..." for "Temporary Internet Files".
In recent Firefox and Internet Explorer 8 you can delete the cache/temporary internet files with CTRL-Shift-Del.
In Firefox you would only select "Cache".
In Internet Explorer only select "Temporary Internet Files".
Uncheck all other boxes in each case.
Booting clean in Windows Vista / 7:
1. Click Start --> Run --> Type MSCONFIG --> Click OK
2. On the General tab, choose Selective Startup
3. Uncheck Load Startup Items
4. Select the Services tab
5. Check Hide all Microsoft services
6. Click Disable all
7. Click on OK
8. Click Restart.
9. After reboot, download the installer
After performing the necessary steps, restore your system by doing the following:
1. Click Start --> Run --> Type MSCONFIG--> Click OK
2. On the General tab, choose Normal Startup
3. Click Ok
4. Click Yes, when asked to restart your computer
Based on
Will's post