Try playing the file...if it plays fine then don't worry about it Otherwise, check out the thread below for some more info about what might be causing the problem.
http://www.gnutellaforums.com/downlo...corrupted.html

If you use the forum search to look for corrupt or corrupted, chances are that you'll find heaps more threads with more info!

Don't forget to check movie files with Bitzi before download.
How to use Bitzi