hjsplit (http://hjsplit.en.softonic.com/) is a program that joins all the files (.001, .002, etc.) together so that you have one complete file. The file was too big to upload all at once, so uploaders split it into smaller parts; what you have to do now is join it. Download the program, download all the parts for a certain disc into the same folder, and open HJSplit. From then on, it's Join > Input file > (find the .001 file) > Open > Start, and the file will join. You should then be able to play the complete file on your media player :).