I agree with mikewhatever. Additional this might help:
The source shouldn't be damaged. The destination could be incomplete or so. If you want to see what was copied correctly and what not you can use diff or rsync. Type
rsync -nrcv source destination
To get a list of files which haven't been copied correctly. Leave out the parameter c to actually copy the data again.
To check a linux file system you can use fsck (NTFS should be better checked by windows itself). To check all ext3 and ext4 partitions during next system boot you can use:
sudo touch /forcefsck
Don't use fsck on mounted partitions!
Graphical tool
You can use the Disk Utility (run it form System / Administration or ALT + F2 and palimpsest). This is a graphical tool for hard disks and other storage devices. You'll find your harddisk there. Unmount it (there is a button there) and click Check Filesystem.