I've had enough bad experience with HJSplit in the past to offer you this advice. If you find any download links that end with 001, 002, 003, etc. and there's no .RAR as a suffix, just walk away.
HJSplit may be useful with smaller files, but when it comes to huge ones, it is disasterous, simply because it doesn't do CRC check. What it does with all your split files is it does this stupid, rudimentary joining. And data error happens quite a lot these days with Rapidshare and Megaupload servers. With a program like RAR, at least you can find out which parts are corrupted, and go back to download them. With HJSplit you are SOL.