Go to the "Tools" menu of Internet Explorer, and choose "Options". Click on the "Advanced" tab at the top right of this dialogue box, then scroll down the list of options until you see the "Use HTTP 1.1". Here's what the list looks like if you are using Internet Explorer version 7.

Uncheck that option so that is is NOT selected. Click on OK to complete the change. You will need to restart Internet Explorer after this change.
If you are still receiving message about a "Corrupt" file then try right-clicking on the file link and choosing "Save Target As..." to save the file to a particular location before opening it.