How do I connect the parts after downloading?

[reyoasian]

Hi, I've download some movie torrents from Direct Download, but they are split in .001 .002 .003 ...etc. parts, and I don't know how to put them together. I assume there is supposed to be a program? Anybody can help me out?

 

[shadeofgray]

You can use FFSJ to join them.