When you download both (which you have to) the files have some sort of
security fail-safe that automatically combines the two together.
Kind of like files joined toegether with HJsplit without the HJsplit
program.
When you play the first file, it automatically joins with the second
file and renames itself with the first file's name, replacing that file
with the new combined file. You can't just play one of them at a
time. The file should be about 71mb (which is the combines size
of the two files). If it plays, you have nothing to worry
about. You are playing both files already.
I hope this helps.