The download system here was changed earlier in the year. My understanding is that the newer system has more security in it. Unfortunately, it has two related problems. Once it starts downloading, it wants no interruptions. If it gets even a fraction of a second interruption, it will stop. The second problem is that, when it stops, it sends a "completed" message instead of sending an "interruption" message. So it looks like the download was successful until one tries to look at the ".zip" file, which is corrupted because it is incomplete. I have seen the problem with both dialup and broadband. But the faster it can go, the better the chance that the download will succeed. You do not want any other programs running while the download occurs. Also, you do not want to use the computer for anything else until the download finishes. Unfortunately, the interruptions can be at the ISP level. But that is not usually the case. Even if there appears to be nothing else running, MS Windows will sometimes interrupt to do other things. So it can sometimes take multiple attempts at downloading.
As for the Anniversary Bench, that is for Zoo Tycoon 2. I do not know if you are trying to install that into Zoo Tycoon 1.