Downloaded files can get corrupted if there are problems with your the internet connection.
Please download the file again and make sure you are on a stable connection so that the information is transmitted correctly.
If you don't have a stable connection, you may wait for the CD to arrive to your house. The CD contains all the information that is provided on the download; which means that you will be able to enjoy the course anywhere, even without a fast internet connection.
All the lessons will be stored in your computer once you install the course and you will not require an internet connection.