"The TCP checksum uses the same mathematical function as is used by other Internet protocols (UDP, ICMP, etc.). For large data transfers, there is some concern that this checksum is not really strong enough [SP00], so careful applications should apply their own error protection methods (e.g., stronger checksums or CRCs) or use a middleware layer to achieve the same result (e.g., see [RFC5044])."
While possible, it's really really unlikely for this to happen without some fairly serious network issues between you and whoever you're downloading from.
-- TCP/IP Illustrated