This is because you are not downloading the file directly from Sprint. You should normally just press Continue and download the file.
I've been told that you need to make a deal with Sprint, pay $400 for a VeriSign certificate, and add some special tags to sign the .gcd and .jad files that I spit out. Sorry, I don't make enough to shell out that kind of money for .jad files and then figure out whatever I need to do for .gcd files.