First of all, welcome to the PS community! Feel free to wander around and read the posts, mainly the excellent Newbie FAQ from Moggie.

)
Well, it seems that one of the parts you downloaded is corrupt. To be sure it is not true, you\'ll need to use a MD5 verifier. Goto to the PS download page again (
www.planeshift.it/download.html ) and look for the MD5 tool at the botton of the screen. compare the signature of the files if the numbers posted there. If some is different, you\'ll need to download that part again.
But if all the files are Ok, the only way I (and, I think, anyone that come to this thread) can still help you is by knowing your system specs (hardware and OS). So, write it down, please.
Good Luck!