As mentioned, there is no (practical) way to “repair” an installation program, especially if the file is the right size.
If it is incomplete (and usually this is the case), something that you can try is to cut the file back by some (it depends on how big the file is, say for example the last 5%), then use a program like
WGET to re-download the file, continuing from that point on instead of from the beginning.
However this is in no way guaranteed to work since the corruption could easily have happened earlier in the file (often the file has a chunk missing from somewhere in the middle), and you could end up having to re-download the whole thing anyway.
If the file is of a decently significant size, a better option could be to look around for a TORRENT file that includes the file. Then you can load it into a BitTorrent client and point it at your file, then re-check. It will then indicate any parts of the file that are correct and allow you to re-download only the parts that are bad from a P2P network.
You can also try doing the same thing with the donkey network with eMule: search for the file, import your existing one, re-check, then resume the corrupt chunks.
Again, it depends on the file in question, specifically how big it is and how popular/available it is. If you want, you can say what file it is to get specific help/instructions.
Finally, yet another option is to try opening the file using an archiver (specifically 7-Zip). Then you can examine the contents (assuming that it is an executable archive) and perhaps extract (most of) the contents manually. Of course, if the file is corrupt, then you probably won’t be able to get all the files anyway.