Return of Reckoning

OK, so I am not getting something... Tried downloading the 10 part files twice now and I extract the first one, which is the only zip file, the others are z01 to z01. Each time I have tried to extract them, after the first one, I get a message that says to find a disc with the name of the download, yet when I pick it and select OK I get:
Cannot open C:\Users\Tim\Downloads\Age_of_Reckoning_client(1).z08
! The system cannot find the file specified.
Seek error in the file
! The system cannot find the file specified.
Not enough memory

I have tried the different downloads and get something similar each time, what am I doing wrong?

OK, didn't do anything different, but it seemed to go through? Not really sure... There was something about z07 but it went through the others and closed itself. Downloaded the client and now I get this:
Error starting: System.UnauthorizedAccessException: Access to the path 'C:\Games\Warhammer Online - Age of Reckoning\WAR.exe' is denied.
at System.IO.__Error.WinIOError(Int32 errorCode, String maybeFullPath)
at System.IO.FileStream.Init(String path, FileMode mode, FileAccess access, Int32 rights, Boolean useRights, FileShare share, Int32 bufferSize, FileOptions options, SECURITY_ATTRIBUTES secAttrs, String msgPath, Boolean bFromProxy, Boolean useLongPath, Boolean checkHost)
at System.IO.FileStream..ctor(String path, FileMode mode, FileAccess access, FileShare share, Int32 bufferSize, FileOptions options, String msgPath, Boolean bFromProxy)
at System.IO.FileStream..ctor(String path, FileMode mode)
at RoRLauncher.Client.patchExe()
at RoRLauncher.Client.Handle(PacketIn packet)