: You must have every single part of the sequence in the same folder.
If the corruption is minor, you might be able to extract the usable contents.
Right-click the archive and select (do not use "Extract Here").
If you get a "Checksum error" or "CRC failed" message when trying to open the file:
True media archives only require extraction tools. If a website prompts you to download an executable tool, a "codec pack," or a dedicated player to open the file, it is almost certainly a Trojan or malware.