Ok, I climbed Mt. Everest before lunch!
I managed to compare checksum from the site
http://sourceforge.net/projects/bitcoin/files/Bitcoin/bitcoin-0.8.6/SHA256SUMS.asc/view It read:
baac30350a721472bd34e811f16bd68c4e4672cfb47df73aee12376b2adcae8d
Then I compared it to the checksum I found when running the "MD5 & SHA Checksum Utility" and I got:
BAAC30350A721472BD34E811F16BD68C4E4672CFB47DF73AEE12376B2ADCAE8D
Looks identical to me except the last one is upper case.
Does this mean that the problem lies elsewhere?
Would it be an idea to delete the whole Bitcoin install directory and start downloading blockchain and all from scratch?
What about the Bitcoin folder in the Appdata\Roaming location, can this be safely deleted (except for the wallet.dat, of course)?
I would appreciate all good advice...