I think the problem is that the .raw file that you are trying to search is corrupted.
I took a look at the files on the pride FTP server "ftp.pride.ebi.ac.uk" in the folder "/pride/data/archive/2014/06/PXD000501"
I see from your output that Skyline was able to successfully deal with the file "20130603_C8D1A_secretome_set3_F3_3.raw"
The next file alphabetically is "20130603_C8D1A_secretome_set3_F4_1.raw".
I downloaded "20130603_C8D1A_secretome_set3_F4_1.raw" and I get that same error as you do when I try to open it.
It is very likely that that file is corrupted and will not be able to be opened by any software. I would recommend that you delete that file from your folder, and only perform a peptide search on the remaining files.
It is conceivable (but not likely) that the file is not actually corrupted and it is a bug in our software. If it turns out that you are able to successfully open that file in other software such as Thermo's QualBrowser, then let us know, and we will figure out whether ProteoWizard has a bug in it.
You might want to contact the original paper's authors who uploaded that file to PRIDE and ask them whether that file is known to be corrupted and whether there might exist an uncorrupted copy of that file somewhere.