It looks like the downloaded file is indeed corrupted. This is the md5sum I get by downloading it here:
% wget -q http://www.labix.org/download/python-dateutil/python-dateutil-1.5.tar.gz
% md5sum python-dateutil-1.5.tar.gz
35f3732db3f2cc4afdc68a8533b60a52 python-dateutil-1.5.tar.gz
Perhaps try it again?