You will need to download all 8 parts. Right click on link and save it to an empty folder on your computer.
Open Windows Explorer, go to the folder that each file was saved in and right click the file "part01.rar" and choose "Open with WinRAR". Then use the Extract button in the WinRAR program.
That will combine the 8 files to a video file named: gts-r.mpg.
You will need a program called WinRAR to put these parts together. If you do not have this, you can get it free from their website.