Seperated Video File

I recently downloaded a wmv in 8 parts (not rar files) from rapidshares.  So for example filename.wmv.001, through .008.  Just running the first file doesn't work, you can't scan through the video and it ends prematurely. 

Any advice on how to view these parts as one file?

http://www.freebyte.com/hjsplit/

copy /b file001.crap file002.crap file00n... file_final.piss