Getting alot of errors when i download EXE-type applications

Okay, forgive me if I end up asking some dumb, no-brainer question... i'm not a software guru. Here's my problem.

I just completed my very first build. Windows XP Professional loaded perfectly and I was off to a good start. I installed about half of my drivers and at the time though i was done, so i started loading games and other programs. Then when I went to update the drivers i realized i hadnt installed the drivers from my mobo disc. So I did that, blah blah blah. Now, I'm not sure if installing the drivers after programs has anything to do with this, but the overwhealming majority of EXE and app files I download give me various errors when I either run them or even try to extract them. World of Warcraft crashes constantly because when it was updating, the downloader mentioned something about multiple download errors. Will someone please tell me that it's not my HDD (HITACHI Deskstar T7K250). I did buy it OEM from Newegg so it didnt come with very protective packaging. I have no problem wiping the HDD if I have to to fix this irritating problem

Question: Do you have an NForce4 board and are you using the hardware firewall? There have been reports of problems with corruption when using ActiveArmor. Newer drivers may help if this is the case.