Actually, the files are still uploading. Although the website displays 26 files, you could only get the first two at the time of your download. (As of the time of this note to you, 8 files are now available). It's slow going, even with Cox HSI, when uploading by FTP.
The reason you are getting the 'error' message about part 3 is because you need ALL the parts - all 27 parts. You can use WinRar to extract the first two files you have in order to 'preview', if you wish.
To do so, you have to right-click (in Windows Explorer) the first .rar file. In the popup dialog box, you should (if you added the Winrar shell integration) see three options:
1. Extract Files
2. Extract Here
3. Extract to Beck\
Choose the first option (Extract Files). HOWEVER, before you extract, you will see a 'Miscellaneous' section on the lower-left side of the WinRar popup. Make sure you put a checkmark in front of 'keep broken files'.
You will still get the 'error' message. However, if you check the folder where you extracted to, you will find the partial file and can view that small amount of the video. WARNING: it will have the same filename as the FULL video. So, make sure you delete that 'partial' file (after viewing) so you don't mistake it for the FULL video once you have downloaded all the files. Which will be, of course, some time AFTER I UPLOAD all the files :-)