Files not coping

Hello,
i download a movie "altitude". URL is Removed
It was in three parts.
i try to joint this using hjsplitsoftware" but it could not join it. (software works on other file very well).
then i try to copy these files to other drive but these could not be copied even terra copy software could not copy them.
then i try to add them to archive,then winrar fails.....

when i play them using vlc.......then played well..........no problem.

can anybody make me understand ? what this problem is ?

thnks