I found WHDLOAD one of the easiest installs... Likes others have said I think something is getting mangled in the transfer.
Try using either a CF Card w/ a compatible PCMCIA reader card OR a null-modem cable and Amiga Explorer (
http://www.amigaforever.com/ae/ ) to transfer the files. Both can be found pretty cheap online or Ebay.
I use a SanDisk Compact Flash PCMCIA PC Card Adapter (red label with rainbow strip near connector) and a PNY CF 1GB Card formatted Fat16. Works great. You can find these CF reader on Ebay for $5. On the PC side I plug the card into a USB CF reader or a laptop with a built-in slot. PC is pretty much just Plug-n-Play setup, on Amiga there are a couple files to install but not too bad. If your looking for super easy but not very fast go with the null-modem serial cable and Amiga Explorer. The software essentially "networks" the two computers together and you can drag and drop files between them using windows File Explorer.
Once you have those issues worked out...
Do all this on the Amiga side, so if anything gets corrupted LHA will throw an error during decompression.
1) Install lha compression tools. (lha.run)
2) Uncompress installer package and install. (Installer-43_3.lha)
3) Uncompress WHDLOAD and install that too (WHDLoad_usr.lha)
4) Install your legal ROMs, or just worry about this later. You may never need the older ROMs, if playing 1200 compatible games.
5) For WHD installs you can either make them from your original floppies, or download full installs.
6) Register WHD!