I would like to ask you a question, tell me the trouble, thank you!

Software is HJSplit. It's free. Search internet for "HJSplit"
Download it to your computer.
After you have download ALL files (if there are 9 files ) then you must download ALL 9 files - xx.001, xx.002,... xx.009
Use HJsplit to join files. (JOIN > input file (HJsplit will search for xx.001) > Join file.)
Files will be joined into one file.