When you want to join .001, .002 ... files, you have to use Install HJSplit and run it.
But with this TIPS, you can join all files without any tools ...
Step1: Start > Run > Type CMD to run Command Prompt
Step2: Use CD to connect to the folder that contain your .001, .002, ... files.
Step3: Type this command to join:
COPY /B file1.rar.001+file1.rar.002 file1.rar