What I meant was to look in the folder you are downloading to and see if the file was there. Sometimes an incomplete download will show in the folder. Then rename it and download the file again. Or delete it, but you should do a defrag of that drive afterwards.
Or when downloading the file, an explorer window will popup. You can change the name then.
You should be using the V1.20 patch. Have you tried downloading that?
The only thing I can think of is to do a reinstall of the game.
Backup any profiles using BWBackup. Uninstall the game and delete all of the files and folders in the game directory except for the DataLandscapes, ScriptsCreaturemind and Scriptsplaygrounds folders. Empty the recycle bin and do a defrag of the drive the game is in. Then reinistalll the game, patch it to V1.20 and then restore the profiles.
Doing the de-frag is important since it looks like you might have a corrupt file. Windows can attempt to reuse an old file unless it is overwritten somehow.