I was getting the same thing, I almost gave up!!
After renaming the first file and putting both files into a new folder extract the second file. I used zipit (not sure if there's a windows version) I extracted the second file which then proceeded to do it's job. A new window opened up asking for he next part of the file. If there's a drop down box in this new window try setting it to all files and then try it.
Does that make sense? Probably not!!