Its very simple the video's are broken down into pieces usually from 001-005 or more videos.All you need to do is put the files together using this program
http://www.jaist.ac.jp/~hoangle/filesj/FSJSetup.exe and that should solve the problem.
http://www.jaist.ac.jp/~hoangle/filesj/FSJSetup.exe and that should solve the problem.