That means your browser has missed the download for some reason. Before trying again, empty your browser cache, otherwise you'll end up downloading the same corrupted file over and over. Or, try with a different browser.
Another possible reason, is that your antivirus corrupted the installer, because it mistakenly detected it as a threat, and tried to "heal" it. This is of course an antivirus bug, and will result in the installer being corrupted. If this is the case, turn off the antivirus while downloading and installing.
All our installers have a digital signature, that you can check using the "Digital Signature" tab in the "Properties" page. If the signature reports as invalid, then it's sure the file has been corrupted on your system, and it's not the same as the one we have online.