You should have eight files, named "LSH3-Edition-2015-SPLIT.exe.#", with the "#" representing the numbers 1 through 8. Though there is "exe" in their names, they are not executable. There is also a "LSH3-EDITION-2015-STARTER-SPLIT.exe". All nine files have to be in the same folder. The "#" files are not run by you, the user. You run the "LSH3-EDITION-2015-STARTER-SPLIT.exe" file, which then steps through the files in turn, and does the work for you.
