Many download websites and developers display a so called MD5 hash code of the application that you want to download on their website which can be used to verify the integrity and authenticity of it. This can be done by comparing the MD5 hash code of the downloaded file with the one on the homepage where you did download it from.
The hash has to be the same, if it is not either the download went wrong or someone tampered with the file in some way. This could be that a virus or trojan was added to it for instance.
HashTab is a Windows Shell extension that adds a File Hashes tab to the properties window when right-clicking a file. It does display the hashes of several algorithms including MD5 or CRC32 and even has a button to easily compare hashes. That’s better than manually trying to compare the 32 digit+ hashes.

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Oh a new version of HashTab. This is definitely a must-have tool taking no space on HDD or in memory.
I use a fairly old program called digestIT (http://www.kennethballard.com/modules/xproject/index.php?op=viewSummary&pid=2). It allows you to calculate and verify the MD5 and SHA-1 hashes for a particular file. Small, fast and it’s a shell extension, so you can right-click and get an answer.