I get this a LOT with LHA archives on my Amiga, but I've seen it only once or twice with ZIP archives on a PC. As far as I know, it only takes 1 bad bit in a ZIP archive to make it unusable, no matter how many files are in the archive (well, that's the way WinZip works, at least).
Stupid question: have you tried re-downloading the files? More than once?