When you downloaded it the second time, did you save to a different location than previous? I've had experience in the past where a file was corrupt, I deleted it but saved the next attempt in the same location and it to was corrupt. Saving it to a different location was the key for me.
Also, if your using a 3rd party program, that could also be your problem. I remember trying to download files in Internet Download Manager, and that happened to me.
Seems that stupid UAC or some sort of file protection is still in play that I need to remove that I didn't since my reformat. I downloaded to C:\ without a problem. Thanks Panther.