I'm just guessing here, but I would be more likely to plame the CF card over the camera. I shoot with the DRebel (300D) and have had a couple bad files (3 or 4) over the last two years and over 15,000 photos. If I remeber correctly I was still able to open all of the files, one way or another though and resave them.

I don't remember seeing the "corupt file" warning though. Did you get this warning in camera or on the computer? Does it happen on the same card or on different cards? Is this the first time you have seen this or does it happen on a regular basis? I would make sure you get everything off your card, and reformat it, in camera, and go from there. If the problem persists, I would try a different card. If it's still happening, get it looked at.