it seems that the file you've downloaded isn't completely downloading before opening with Vuze. This error is common among Vuze users on may torrent sites.
Try downloading it again a few times? That seems to work for the people who have this problem with Vuze:
http://forum.vuze.com/thread.jspa?threadID=75970
Also, I'd highly recommend dumping Vuze and using uTorrent. It is smaller, faster and has the same features (and more) and certainly is more stable than Azureus (Vuze).
Good luck!
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