Here's how you can merge or join splitted or separated volumes of a file or movie you downloaded:
Step 1: Create a new text file using notepad.
Step 2: Write this code on your text file: copy /b sourcefile1 + sourcefile2 destination. When we split a file into how many volumes, we are actually splitting it into binary files, and this is how we merge or join them. /b indicates binary file. Just copy the file names of the binary files and paste it putting a + sign between them. The destination would be the final output of the file with it's extension file.
Step 3: Change the extension file into .bat then double click the file. A command prompt will show. It will automatically close after it finishes processing.
If you don't want to use this method, you can download hjsplit at hjsplit.org
That's it! Enjoy!