What does "corrupt file" mean?

A bubble keeps popping up on the bottom right hand side of my screen that says "corrupt and unreadable file" ....im not sure if its from a virus or something. Ive had another computer crash right after it did that. My computer is only a year old so I really dont want it to crash. I spent waaay too much money on it. I ran my AVG scan and it says theyre are no viruses and that I am updated. How can I figure out whats wrong?