yup, and both easily preventable:
1) Use the torrents rather than the mirrors, and do the simple md5 test. If you don't want to learn how to do either because you have never done them before, then it is very likely that Knoppix and Linux are not for you and you should stay with Windows.
2) Burning at slow speed, as an ISO, with burning software that supports both ISO burning and verification after burning (such as Nero) with verification enabled should give a good burn.