Hmmmmm, are you trying to access it from Single player or Multiplayer? Depending on what file it is, it may not work on one. Try again with another file and see if the same problem happens. Sometimes downloads don't work quite right, but that almost never happens unless the file's corrupted (I doubt it is).
That's about all I can think of to help. I'm not as knowledgeable as some on the forum. I hope you get things working right.