I downloaded Splunk installation file splunk-4.3-115073-x86-release.msi from multiple locations. There is some problem with download on you site. I downloaded the same file with different sizes.
Are you sure it isn't your connection that could be causing the problems? I downloaded and installed that version this morning as part of an upgrade process with no issues.
Tested on two different ISPs. I downloaded more installation files. Problem was with one file only.