How do I watched video?

So I downloaded the an ep of a tv series and when it was done, I noticed that it wasn't a single .avi file, but a bunch of some files named blahblah.r00, blahblah.r01 etc. Did I fail and dled AIDS or is there a way to actually get something out of these?

I know what rar-files are, I just had never encountered multipart files before. Btw, what's the point? Maybe in the old days when 56kbps was the fastest thing ever, this would've been handy, but since connection speeds are much faster now and the file was on bittorrent, I think it didn't make any difference.