That's a split archive, just like the split zip/rar files you've opened before. In this case you'll want to extract the .001 file, and it should do what the others did and make one big .iso/.cso file for you. If whatever archive program you have doesn't work, try using 7-Zip.
"I think that the problem with this video is it is highly derivative of many popular bands within the genre. Although when viewed on its own merits, it does have a deeper groove. However what it has in groove, it lacks in originality. One can't help but be reminded of such bands as Pearl Jam, White Zombie, Suicidal Tendencies and other bands that bear the mantle of so called "Alternative Rock". One is even reminded of Lorie Anderson when she wore curlers. Hehehmhm! This video speaks less to the heart and more to the sphincter. In closing, I think Korn would do well to learn more from -"