For large files *especially* when they're over a dodgy connection (e.g., dial-up, sorry) you really should, whenever possible, check that the file's hash matches the hash value from the originator. MD5 and SHA1 are the most common. MD5 can be compromised (spoofed) and SHA1 may also be vulnerable (see a recent article on el Reg, IIRC) but using either is orders of magnitude better than click and hope it runs.
The algorithms for the hashes are available if you're up to coding your own. Several executable implementations are out there, as well. For Windows GUI,
If the publisher doesn't supply hash values, write 'em a nasty note. In the meantime, here's what I get for
$ fsum -md5 -sha1 NV8269.exe
SlavaSoft Optimizing Checksum Utility - fsum 2.52.00337 Implemented using SlavaSoft QuickHash Library Copyright (C) SlavaSoft Inc. 1999-2007. All rights reserved.
; SlavaSoft Optimizing Checksum Utility - fsum 2.52.00337
; ; Generated on 01/11/09 at 09:38:24 ; dbf6c51f447c2f491c37d74c8a0fba3a *NV8269.EXE
22aa3954ab226291ad356dd19b50a04460e604a7 ?SHA1*NV8269.EXE