a checksum is a hex value that describes your file, I cant think of how to better explain it.
in a linux system to find the checksum of a file you type in "md5sum file.iso"
the bigger the file the longer it takes.
here is a sample of the checksum from an ubuntu ISO.
mac@Joseph:~$ md5sum images/Ubuntu\ 7.10/ubuntu-7.10-desktop-i386.iso
d2334dbba7313e9abc8c7c072d2af09c images/Ubuntu 7.10/ubuntu-7.10-desktop-i386.iso
you can do the same in windows, google "MD5Sum for windows" there are several utilities out there that will give you a value for your file. on the fedora mirror there is generally the iso file and with it a MD5SUM file which containts the checksum for the files in the mirror. if the value is even slightly different then the download was unsuccessful.