If it's a recently downloaded program, perhaps the first time you tried to load it, and you know it's legit, it's probably simply an incomplete download or something. I've had the same thing happen when I lose my internet connection for a second, or something like that.
Otherwise, it could be an infected file or something like patrick said...
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Desktop * Athlon X2 4200 | 2G RAM | 160G HD | 7600GT
Laptop1 * C2D T5550 | 3G RAM | 120G HD | Intel x3100
Laptop2 * C2D T5250 | 2G RAM | 160G HD | Intel x3100
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