Not able to join all .001, .002, etc files with HJ-SPLIT

After downloading .001, .002, and so on, you proceed to use HJ-SPLIT to join the files.

In some situations, you may face an error and the joing process will either not work or will only join some of the files.

1. Make sure you have all the files you require, i.e .001 to 0.010
2. Right click on each of these files and check the Properties. Ensure that you select "Un Block" for each one of these files on the properties screen. This blocking mechanism occurs on XP SP2, not sure if it does on other OSystems.
3. Join again.
4. Make sure the result file is the same size as the sum of all the .001, .002 etc files sizes altogether.