I'm sure this has been mentioned many times, but the easiest way to open multiple files to form the complete film is to download all .rar files then open the
first one with 7-zip, and this will automatically join all files and open the complete film. I quite often see posts for films saying "download files and join with HC" - they should say "download and open with 7-zip". This easy to use and free program can be found here:
http://www.7-zip.org/