The exe file for installing VLC 1.1.9 is corrupt. The download is only 450 KB instead of the usual 21 MB.
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Try a different mirror. I just tried it, and the auto-selected mirror did pretty much the same as you are describing. HEANet Ireland mirror seems to work however.
There was some issue with the first mirroring, so it's been reuploaded and should properly hit all mirrors within the next 10-15 minutes.
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