If you can't put it on your card you are having problems with your GP32 <--> PC connection, this has nothing to do with GPCinema itself. Why don't you (for once) take the time to describe what goes wrong and when, more than two words would be nice.
-Give the full name of the file you downloaded (and where from)
-Tell us what you are using to transfer it to your card, do other files transfer without issues?
-Give us the full error message (not 'error or something')
People are trying to help but you have to give them more information.