Header problems suggest that the download did not complete properly and the unzip program on your hard drive does not know what to do with the file. I copied this from the winzip forum and it may explain this a little better.
Due to the nature of an open source format, it is very possible for you to receive a Zip file where a simple header issue exists. This header issue may be a minor mistake caused by the application or process used to create the Zip file. However innocent the mistake may seem, WinZip will treat all header inconsistencies, inacurate data, and incorrect extensions as possible security risks and report to you that the Zip file is corrupt. You may want to try to repair your Zip file at some point, as some of these matters can be corrected using a Zip file fix routine.
In other cases when the data in a Zip file is damaged, it may not be possible to fix the Zip file and you will not be able to extract all of the files correctly, if at all. Damaged data can affect the entire Zip file, multiple member files, or just one member file.
There are many possible causes for data damage. Among the most common is a transfer error when downloading a Zip file from the internet. Such an error can introduce invalid data into a Zip file. Some other possible causes include exposure of media to excessive temperatures or magnetic fields and mechanical problems with disk drives.
The best solution to the problem of a damaged Zip file is to try to obtain another copy of the file. For example, use your backup copy of the file or get a new copy from the original source. If you obtained the Zip file by downloading it, then downloading it again may solve the problem.
I cannot seem to duplicate this. Have you tried SAVING the download to your hard drive first, then try and unzip the file from the saved hard drive location? It may also be that trying a different unzip program may help; especially if you are currently using one that is different from the internal windows unzip utility
Please let me know if that helps.