I see some posts here and there wondering how to "use" .001 and similar files without knowing quite what they do or the other programs which exist to combine them.
In short, files which have the .00* extensions are normal files split down in to smaller chunks to help with the transmit and storage of those files. So, what you need is a program that can combine the files in to the original file so that you may view it with whatever program it utilizes. For the purposes of this thread, we're discussing videos which are broken down in to .001 .002 etc.
A popular program which is used is HJSplit. These files are not only capable of being combined with HJSplit but many other programs can combine these files as well, some with more features, some with less and some are more user friendly too.
Now that you understand what a .00* file is you can make your choice in deciding which joining program best suits you.
Popular Joiners:
The Fastest File Splitter and Joiner (FFSJ)
HJSplit