downloaded game problem

I'm downloading NDS game (Phantasy Star Zero(USA)) from Romulation. When I'm trying to extract the game, it said there are no files to extract. What happened? (My friend downloading this NDS game from romulation too and there's no problem) Please tell me what's wrong, thank you.

Probably corrupted download or something.
Try using a download manager to avoid it.

For example,
Flashget and Orbit Downloader. ;D

Maybe you can go to your friend's house and download it there