When I had this problem, I was using Calibre to compile news sites into .lrf files. When I changed to having Calibre output the files as epub, the problem went away.
The only other thing I can suggest, is reloading the book. The file might have been corrupted during the initial download, or when copying to your reader. Also check that you can read the last page of the book in a file viewer on your pc. If the file is corrupt, you most likely won't be able to skip to the last page without an error.
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