"My Little Demon" question

[Zombie]

Hey, all - this might sound dumb, but I have an mp3 that I downloaded from an old thread here, "My Little Demon (Track)," it's called - it's just Lindsey, not the version from The Dance, and I LOVE it...but towards the end, when it's doing all that distorted guitar stuff, it stops abruptly for a second, comes back, and then ends completely, also abruptly.

Is it supposed to be that way, or do I have a bunk file? Either way, I shall still adore the song, but it is jarring enough to make me ask what's going on, lol.