I'm using better zip on Mac to zip these. I'm sure there is an equivalent for Windows to extract segmented archives. Also, are you downloading them individually or using the bulk download feature on the site? I'd try both
Use WinRAR or 7-Zip. 7-Zip is completely free while WinRAR is free if you can live with a pop up. You can of course crack WinRAR by pasting a rarreg.key file into the program folder. Search on Google or YouTube.