ok here is the simple and easy program and its called FSSJ....to download simply type - FFSJ in google and the 1st result u get is official site to download it and its free don't worry....after installing it... u just navigate to your folder where you have all the .001,002 .....extension files and just right click on file which has extension .001 , you will see an option of join. just click that and choose output place or folder and click join.