That's really odd! Did you download both of the files into the same location before unzipping the 001 file? Your unzipper should have been able to figure out that they were both part of the same file and reconstruct it from there.
Viewing post in Don't Let Them In jam comments
oh wait, was I supposed to have both files in the same folder while unzipping 001? What I did was download 001 alone, then tried unzipping it, but it asked for a password, so I deleted it
Then I downloaded 002, but that file had an unrecognized file format. I'll try to download both this time and unzip 001 again, but with 002 in the same directory this time. Maybe that'll work