That can happen because LW does not necessarily download the file sequentially. So you may be missing a middle part (bits or bytes) that prevent you previewing beyond that point. But the fact you received error messages ... I'm not sure. Were the error messages coming from LW or from your video player? Corrupt doesn't necessarily mean the file is bad. When you downld a file, you initially download the hash of the file which has certain details of the file. LW will verify the original hash with the downld file to check it's the same. If not, it will give a corrupt message. But, the difference could be due to a few reasons. eg: the host changed the filename or changed the file description.
I'd suggest continuing with the downld & hope the best.