Sometimes when I'm browsing and a page loads, after its done loading I'll get the message that its done but with errors on the page. This shows up at the very bottom of the screen. What does this mean and is it something I should be concerned about especially if it's a page I'm going to use to download something from like a software program? I'm using Internet Explorer as my browser and running Windows Vista.

It means that there are elements on the page that haven't loaded corretly.
It's really nothing to worry about and quite normal.