how to verify downloaded file

[kynn@panix.com]

I've downloaded and installed gnupg for the sole purpose of verifying
the integrity of a downloaded file.  My OS is Windows2000.

First I did:

  C:\My Download Files>gpg --import pgp_asc.htm
  gpg: c:/gnupg\trustdb.gpg: trustdb created
  gpg: key 74C732D1: public key "Michal Trojnara <Michal.Trojnara@mirt.net>" impor
  ted
  gpg: Total number processed: 1
  gpg:               imported: 1


This looked OK.  Then:

  C:\My Download Files>gpg --verify stunnel-4.04.exe
  gpg: no valid OpenPGP data found.
  gpg: the signature could not be verified.
  Please remember that the signature file (.sig or .asc)
  should be the first file given on the command line.

Then I tried following the advice given in the error message:

  C:\My Download Files>gpg --verify pgp_asc.htm stunnel-4.04.exe
  gpg: verify signatures failed: unexpected data

What must I do to verify the downloaded file?

Thanks!

KJ