First of all Download a small freeware program call HJSplit.
Than run the HJSplit program its an executable file no need to install.
Click on file join than locate the files which you want to join.
You need to locate .001 file and keep in mind to join all files .002, .003 , .004 according to the files all files should be in same folder so that it can join and extract the full file.
Than click on start to start the joining of files process.
After the process is finished it will it will prompt you with Complete dialog
Than you can go in the folder and see your file have been joined.