Sometimes you'll download a large file and find that instead of the single file you wanted, your folder is full of .001 .002 .003 or .r01 .r02 .r03 files. These files are part of a split RAR archive. Much like a zip file, a RAR file is a compressed version of what you downloaded. Rather than transmit in a single file, it's spread out over these several files -- usually to speed downloading or to accommodate the file size limit of a commercial file storage host.
Download WinRar from Rarsoft.com. If you're on a Mac, you need to get Stuffit Expander from SmithMicro.com. Once you've got the software downloaded, install it to your system. If you're on a PC, make sure that you uncheck the "ISO" box when you install WinRAR Setup.
Go to your folder full of weird numbered files and identify the key file -- if there's a .rar file, that's you key. If there's no rar, look for the file extension that's all zeros. If you don't see one of those, then it's the file numbered 01 or 001.
Right-click on the key file and select "Open With." From the list of recommended programs, select WinRar Archiver and hit the "OK" button.
Mac users must right-click on the key file, select "Open With" and click "Stuffit Expander." Wait for the progress bar -- it may take a while. When it's finished, your file will appear in the folder.
When the WinRar dialog pops up, click the "Extract to" button at the top.
From the Extraction Path and Options window, pick the location you want your file to appear. From the left-hand options you can also tell the program what to do if a similar file already exists there. Click the "OK" button.
The progress bar will fill up as your file is extracted from the archive. Once it's done, you can delete all the remaining .000 or .r00 numbered files.