Normally, this can only mean the download is corrupted. I don't expect that the program you use to unzip it or your antivirus makes a difference. But it could be a problem in your browser, your download manager, the connection or the ISP.

The first thing to try: download on another PC and put on a USB-stick. Check if it can be unzipped there (you don't need any special program to do it, both XP and Vista do it natively).
Compare the file size. If different, unzip the new one on your machine. What happens?