A “magic number” is an old Unix term for which you can find many definitions (http://en.wikipedia.org/wiki/Magic_number_(programming)).
In this context, it refers to a checksum that the installation archives have within them that can tell the extraction program (either the executable file itself or a zip extractor) if the entire file is present and unaltered from the original. So, a “bad magic number” is an indication that the download is incomplete or corrupt in some way since the checksum is not what is expected. As a result, it cannot be extracted since it’s not “whole”, which is why it instructs you to try downloading it again. When doing so, I’d suggest you ensure that you’re simply using your browser and not turning on any download accelerators or anything. In my experience, Mozilla and Firefox seem to have fewer downloading problems in general than IE, but that’s just a single datapoint.