NSIS error

I am trying to install a game I bought from BigFish games and an getting a NSIS error message (NSIS Error: The installer you are trying to use is corrupted or incomplete.  This could be the result of a damaged file, a failed download or a virus.).  This error is not connected to a specific game since I tried downloading others to check.  

 

Since I am having the same problem on both my desktop (XP) and laptop (Vista), I was wondering if the problem could be connected to the NIS (2008 on desktop, 2009 on laptop).

 

This is not the first game I've bought so the game manager is already on my computer and downloading and installing games has worked in the past. 

 

Thanks for any help you can give but please make it understandable to an "advanced novice".

Seagull