This document may also help:
Insight Deployment Best Practices
http://www.symantec.com/docs/DOC5077
The whole final section in there is on FP corrections and exceptions.
Do continue to use Insight- I have seen it perform very effectively at blocking malicious files.
Also: be very careful if the file that you are downloading from a 3rd party suddenly comes up as malicious, where it was previously seen as safe. A known good file on another company's webserver may have been infected or replaced by a trojanized one.
All the best,
Mick