The cable should be ruled out by the network protocol - I'm not that deep into tcp, but would expect that tcp handles cable errors through some kind of checksums, so that corrupt packets are detected.
Disintermediate the cabling theory and (almost) everybody on the outside: Test downloads through https. This way you can be sure that the problem is either the server (outside of your control, unlikely) or your local setup (likely) should this reproduce the error. Cabling and corrupting data on the WAN side are completely ruled out once you go encrypted.
See if only certain types of downloads are corrupted: E.g. executables, text files etc. Detect in what way they have been changed (MD5SUM, diff tool)
If the problem persists try to temporary disable your virus scanner: This might cause problems. Also: Try to detect (with a scanner from a boot-cd) if you're infected by some malware that immediately tries to infect your new downloads, thereby corrupting them (you can't do that from within a running system).
If your question regards ftp, make sure you download BINARY, not ASCII.
If this doesn't help, report back.