Is that Mandrake/Mandriva? Oh, I see this is in the Mandriva forum!
Occasionaly, but seldom, the file is corrupted. Delete what was downloaded and attempt again.
If it fails again, it seems that some packages aren't signed. Edit your urpmi config so that it doesn't check for signatures (I think it's /etc/urmpi.conf).
I didn't like Mandrake because of the scripts in place of what I was used to seeing, a plain text file configuration that is well commented, so haven't used it much.
# Mandrake/Mandriva links
Mandrake home page
website (needs money to access now)
Software management configuration: Easy urpmi config for Mandrake
Software management: urpmi mini-HOWTO
Software management: All You Ever Wanted to Know About Urpmi But Never Dared Asking Before
You didn't install the developmental packages? As root, command:
An Introduction to the Midnight Commander
. You can install it by commanding:
Midnight Commander home page