Also another tip that doesn't always work but does sometimes:

If you are an Internet Explorer user try clearing your history.

Or alternitively:

Windows users can usualy fix download problems by getting Windows to clear the temp folder by right clicking Properties on the hard drive, selecting Tools, then clicking on Disk Cleanup and cleaning the Temp folder.

__________________
Online malware scanner to check anything you have downloaded:
Jotti's malware scan

Comodo Security Products:
Comodo

Misc:
My MediaFire Uploads
Other files of mines
Browser Security Check
MVPS.ORG - Blocking Unwanted Parasites with a Hosts File (check once per month for updates)
Sonic Music