How do I use .001, .002, .003, etc. files?
Files with this extension may be one of two types:

Files with no preceeding extension (filename.001, filename.002, etc) are Rar files. These files can be extracted using WinRAR.

Files with a preceeding extension (filename.jpg.001, filename.jpg.002, etc) are split files. They can be recombined using a program such as MasterSplitter or HJSplit. Alternatively, the free program 7-zip can be used as well.