How to check MD5 checksum of a download

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On Mac OSX

Open Terminal and navigate to the folder which holds the download
Type in "md5" (without the quotes) followed by a single space and then the exact file name.
The MD5 hash will then be displayed by Terminal for you.

Linux

As above but the command "md5sum" must be used rather than "md5".

Windows

You must download a third party utility for checking MD5 checksums on Windows.

Alternatives

By installing the Hash Tool extension Firefox can check MD5 hashes on all systems.

Install the above extension
Download your file(s)
Go to 'Downloads' (Tools -> Downloads) and right-click on the file to check
Select "Check Digest"
Copy and paste, or type in, the MD5 checksum that was provided with the download into the "Reference Digest" input box.
You should now see an approval of the file or a warning telling you that the checksums differ.