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I've tried downloading TLJ a few times now, downloader or not, but I'm finding the files to be corrupt upon installation. It was like this when I tried a few months ago, and I tried again today and it's just done it again.

Could it be linked to my issues with GTA IV, Fallout 3 and Borderlands in that they don't install? They come up with corrupt file messages too, so that might mean my HDD has had it... right?
This question / problem has been solved by Athenvanceimage
It could very well be that your computer is on its way out, especially if this is happening with other games.

You could try downloading the game to a different computer, and then transfer the files over via flashdrive. If the problem lies in your computer struggling to download, then this will help. If it doesn't work, then your computer has lost the ability to know what to do somewhere, and this is very bad.

If you haven't already done so, you may want to both defrag your computer and run the error checker. Neither can hurt.