If you download files from file-sharing sites or services, sometimes they're split into parts. Mac OS X has a few utilities for joining files together (or splitting them up), but Data Glue is the most simple and effective.
Before Data Glue, I used AJoiner — which is definitely not a bad option for joining split files on your Mac. While both utilities are free, I prefer Data Glue because you just drag a bunch of unjoined files onto the app and it knows what to do. If you drag a joined file onto the app, it'll know the difference and ask you how you want to split it up. After joining a file, you have the option of processing it if it is a compressed file type. There's not much more to Data Glue, as it really just serves a single purpose — but it serves that single purpose really well.
Data Glue is available right now, for free, on the Mac App Store.