it worked for me do exactly like it says.
1. You open Windows Explorer and go to the directory where you store you downloaded files.
2. Make sure you can see file names in full by going to Tools/Folder Options... menu and select View tab, then uncheck Hide extensions for known file types (If it was checked)
3. Go to each and every downloaded files and right click, then choose rename
4. All files will start with the same name such as "2008.US...." or whatever the uploaders gave them so they are different only in the last 3 digits of the extension. Now to shorten the process you can just rename any file with .001 to A.001, with .002 to A.002 and so on until you have A.001, A.002, A.003, A.004, A.005, A.006 and A.007, ...
5. Finally you can use HJSplit or FFSJ (Use Google to find them, they are both free and excellent) in normal way to join them so that you will have a new file A
6. Right click on result file A and choose rename, then type the name you want such as "USOpen2008.SF.Nadal.Murray.mkv"
What else to do, hmmm :-)) just delete all A.* files and watch USOpen2008.SF.Nadal.Murray.mkv
PS: This procedure can be used with all matches that tonaiden (and maybe some other guys) provides by MU links