compressed and tar file integrity

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http://www.unix.com – How can I ensure the folder that I tar and compress is good to be archive in DVD or tape? Must I uncompress and untar the file, or there is any way to tell the integerity of the compressed file before send to archive? I have bad experience on this, which the archive compressed file cold not be opened, the error message is unexpected EOF. I guess it could be incomplete archive process. (HowTos)