From the Grey Wolves webpage and the readme files...
Quote:
The Grey Wolves download comes in five parts. Download and save each part into the same folder on your hard drive. Once all parts are downloaded, run TGW11a.exe to commence the installation. Please consult the online readme for more information.
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You don't need any compression/decompression tools; you don't need to care about the bin files or anything. Just d/l all files and run the exe file as instructed. It takes care of everything.
It couldn't be any simpler!