If use Root Explorer you can browse to the file and long press until the menu comes up and select "Properites". You will see a long string of numbers and letter beside the word MD5.
This is the md5sum of Ice Cold Sandwich 8.7: b655dfd6748a247a9cc42bebe0d8b1d7
If this matches what you see on your screen it is a good download. If the numbers don't match, you have to download again.
There is a free version which can do the same thing called Explorer
Your file manager in your current ROM can probably do the same thing.