Did you have something in mind?
Bad wiring can cause transfers to get corrupted. I suppose both your PC and your NAS are connected to your router. Downloading to the PC goes fine, downloading to the NAS doesn't. So if it's due to bad wire, it' s the wire between the NAS and the router. In that case you would also expect corrupted transfers between NAS and PC.
On the other hand, the download of fun_plug.tgz by the NAS is done over http, so the checksum in the TCP header is the only mechanism preventing corruption. While the transfers between PC and NAS are over samba, I suppose. I don't know enough about it, maybe samba has some extra corruption prevention mechanism.