You can check the integrity of a zip file using winzip. It's one of the menu items.
Open winzip, select open a zip from ther file tab, highlight the file in the winzip window, and then go to the menu bar select actions and then Test. It will verify the archive is valid. The same works if it is a winzip archive in self extracting ".exe" format. If the ",exe" was built with winrar or winace you might have ot use them to test the archive.
For program .exe files you are screwed. You have to execute them to see if they are intact.
If these files were loaded from CD/Floppy ands went bad on your hard disk then start worrying about MB or HDisk problems.
If the files that are bad are downloads from the web they may be RIAA plant files that are intentionally corrupted to waste bandwidth on P2P networks. Switch from kazaa/shareazaa/etc to Bit Torrent. Or you may have problems with youe internet connection. Unlikely with broadband but possible with dialup.