My apologies if there is already a post on this, I did a search first but couldnt find another post on it. I have downloaded some split files, which are part of an application, they are named "phx-cmc2" and have".001" etc up to ".042" there is also a file named the same with a ".sfv" extension. I learnt that I had to use HJ JOIN to connect these files, so I did so. I ended up with a one large file, but one that I still couldnt open, so I decided to rename it with a ".rar" extension in the hope that it would just unrar itself as normal rar files do. This starts to work then comes up with an error message saying "You need to have the following volume to continue extraction" (PHX-CMC2.r00). And thats as far as ive got really, ive tried to burn the file before I turned it into a rar file, using nero, but have had no joy with that either, any help would be appreciated as im a noob with this, cheers.

Go back to where you got the files from (probably not quite legally?).
They should have the info, how and with what program to restore your 'bits'.

LOL the program is one a friend wrote, for editing audio, so I have no worries there, trouble is hes not about till next week, I dont quite know why hes put it in this format? But anyway ill wait and find out from him, cheers anyway.

Try the .exe or .iso or .zip extension for that 'joined' file. The .sfv is a control-file, telling hjjoin what the program was originally called and how many parts there are.
Try to open it with Notepad.