If an error occurs when you decompress your split archive, it is likely that you tried to decompress the archive by opening a file which is not the first file of the split archive. (The type of the occurring error depends on the format of the archive.)
By opening and decompressing the first file of the split archive, the remaining files are linked to each other and decompressed automatically. The files other than the first one need not be decompressed, and cannot be decompressed as well.
The form of the filename may vary with its archive format; what is important is that you have to open and decompress the first file of the split archive when decompressing your split archive.
In addition, all the split files must be located in the same folder and have the same name except their extensions.
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