You may have turned the camera off while that file was still loading onto the card. It will do it just about every time on the photo that is loading.. Always just leave your camera turned on until You get home. It has a standby mode so it really does not hurt anything to just leave it on all the time until You want to dump the card or change the batterys.
Another thing is to always make very sure the camera is off before removing the Card or the Batterys.