The CHM file may indeed be corrupted (truncated, for example) - but there’s no need to worry about it.

Regarding the TDMInstall.exe file… well, I checked it, and found out that the problem is caused by the fact that the installer archive is multi-volume (split into multiple files). When avast! arrives at the end of the first (exe) file, it sees just the end… and doesn’t know it’s continuing elsewhere (therefore, it announces the file as corrupted, because it seems truncated). I must say I’m not sure what to do about it… the only general solution would be disabling these warning altogether.