Playing multipart avi movie: Help?

I'm not the most tech-savvy guy, I'll say that up front. I have a Mac, and I downloaded a movie that was in 9 parts, avi files, each one 100 mb; the last one has a .zip extension and its 75 mb.

My question: How do I get the movie to play? I use the VLC player, and it plays the first file only and won't play the rest.

I looked around online, and I'm still stumped. Some sites seems to say to get an "avi joiner." Is that necessary?

I appreciate any info anyone has.

Thank you.
You must extract the arhive to have the .avi. :|
Thanks. I had to downloaded theunarchiver, which made it work (i.e., created the .avi so that I could watch the whole thing).

When I was double-clicking on the zip segment, it would say it was archiving the file, and the resulting file also had a zipper icon in front of it, with the extension, and I still couldn't get it to play. I think it's a Mac thing, with those .cpgz files getting caught in a loop.

Thanks for looking at the prob.