I have downloaded the ubuntu-14.04.3-desktop-amd64 Ubuntu version, I just did the md5sum check from the Windiws command prompt and had 414f5d28b2ac85d0e7aaf969f9bd0cb5
as a return.
As far as the md5 key given here is http://doc.ubuntu-fr.org/tutoriel/comment_verifier_l_integrite_de_son_image_cd#liste_des_empreintes_md5
is cab6dd5ee6d649ed1b24e807c877c0ae
does it mean I have to re-download it again?
Should I even delete the existing file?
Yes, you got that right. You have to redownload it in order to get an image you can be sure to be safe.
If you have a low bandwidth and/or a lot of connection drops, I recommend downloading it using a BitTorrent client. The BitTorrent protocol features automated error correction; the defective chunks are redownloaded automatically, so you don't have to start all over.
You can get the torrent file from the Alternative downloads page. As a torrent client, I can recommend µTorrent for Windows or Mac OS X, or Transmission for Mac OS X and Linux, but there are many other clients available.