A better diagnostic error for corrupt or missing JARs.

Augment the IOException with the name of the file we're trying
to open.

Motivated by a troubleshooting session with partial downloads
of JARs from Maven central breaking the Scala build on Martin's
laptop.

The test case only tests our part of the error message, so as not
to be platform / JDK specific. Otherwise, it would check that the
correct cause exception was present and accounted for.

Review by @gkossakowski