Definitely verify checksums..
You should have 2 files, kali-linux-1.0.2-amd64.iso (or something similar) and kali-linux-1.0.2-amd64.txt (or something similar) The .txt file contains 2 strings of text, a long random series of numbers, and the exact name of the .iso you downloaded. You want to verify Checksums, normally when a user uploads something for others in good security practice he/she will include the MD5/SHA-1 associated with the file. In our case, Devs at Kali have included it in the file we have downloaded. You (Receiver) verify what YOU show for MD5/SHA-1 with what they (TRANSMITTER) show and if they are the same, then you know you have the same identical file. If MD5/SHA-1 is different, then the file is changed in some way, whether it be corrupt data or corrupt human.
I'm including a picture for instructional purposes, note you will need a program to view the SHA-1/MD5 information there are plenty out there. I can't recall if Win7 has it by default.
This is the first step in anyone being able to help you as we don't know if you have a legit copy of the Kali...or if it's corrupt.
Pain heals. Chicks dig scars. Glory lasts forever. ~ Shane Falco