Ok here is what I was doing...
I was trying to grab the latest JRE from sun (jre-1_5_0_04-solaris-sparc.sh) and transfer it to my solaris 10 box. It would transfer with no problems, but when I tried to install it would give me a checksum error when trying to verify the zip embedded in the .sh file.
I re-tried it with cygwin's scp and it worked fine.
Win 2000 pro
WinSCP 3.7.5 Build 294
s10_52 sun4u sparc SUNW,UltraAX-i2
Sun_SSH_1.1, SSH protocols 1.5/2.0, OpenSSL