If you have a ROM file that's split into several different parts, this is usually because it's been compressed into an archive, such as RAR or ZIP. This is done with files that are quite large, as ROM files often are. You can combine the parts into a single ROM file by using a free decompression program.
Download and install one of many similar, free archive programs (see Resources).
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Click and drag the different parts of your ROM file into the same folder.
Double-click any of the parts of the file. The archive program automatically opens the file, showing the full ROM file in a window. Click and drag the file to your desktop and it will be ready to use.