is this bad?

[diesel25]

File: icons_steppes.xml
System
at System.Net.HttpWebRequest.CheckFinalStatus()
at System.Net.HttpWebRequest.EndGetResponse(IAsyncResult asyncResult)
at System.Net.HttpWebRequest.GetResponse()
at WindowsApplication7.DownloadWorker.DownloadFile()The underlying connection was closed: The server committed an HTTP protocol violation.

[Ruddles]

Just means whatever the server replied with wasn't a valid http header. Does this happen a lot, or just the once?