Yep, I admit that I don't use to check my downloads' MD5 checksums (when they are provided). The reason was mainly that the programs I knew for checking them where rather cumbersome (so I won't mention those suckers here). But finally, I have found one free utility that makes checking MD5 (and other flavors) checksums really straighforward. I'm talking about HashOnClick from 2BrightSparks, the developer of the also great backup/syncronization tool SyncBack.
Using HashOnClick is as simple like this:
Download your software installer
Copy the hash/checksum provided in the download page
Select the downloaded installer file
Right click and select "Calculate Hash Value"
After calculating the file's hash value, it will compare that with the hash value stored in the Windows clipboard, and if both match it will tell success.