What browser are you using? If it's Internet Explorer, I'd start placing bets on you having picked up some malware.
When downloading from the internet I find that my downloads say they're fully finished when I know they're not. A file will be 2MB and I will download it and then it finishes at around 1MB. I've tried many times downloading it again and downloading from different sites but this always happens.
It says 'This file is corrupt or incomplete, please download again' Or something like that.
Lately I've been cleaning out my computer and deleting a fair few things and I am frightened that I may have got rid of something vital.