If you leave the phone for a while it dims then locks then you slide to unlock it. Is this bad if your downloading using a program on your phone? Could it corrupt the download?
Well if you're downloading over WiFi and don't have a data plan it's still OK it's just that
the WiFi disconnects everytime the iPhone locks (you might not notice it, I just noticed it recently when this guy referred to me the program Insomnia) so it will stop downloading.
Meanwhile if you're downloading over 3G or EDGE (Data Plan from cellular provider) it won't really matter.... since well everywhere will probably be covered with either EGE or 3G..... also if you have WiFi and a Data Plan it will switch to 3G/EDGE instead.
Also it will most likely not corrupt your download..... rarely happens it's a 1/10,000 chance it will happen.