If the transfer is complete (matching name/size on both sides) and the file is corrupt then I'd have to say there is a much bigger problem somewhere else. You could have it popup a message asking if they are sure they want to do this or something.
For the files I'm transferring it wouldn't matter if I lost a few. It's non critical data and I'm willing to take a chance.
AceFTP has this feature but it's buggy and I like FlashFXP alot better.