capturing high-quality streams

I've been trying to download the high-quality streams from a site that uses edgestream, using various capture software, but to no avail. The only software that seems to work is the Replay Media Catcher. The problem is that it captures four different files:

http://SS30.edgestream.com/abs-cbn/melasoncity-pl/es-92580_1_of_4.wmv
http://SS31.edgestream.com/abs-cbn/melasoncity-pl/es-92580_2_of_4.wmv
http://SS11.edgestream.com/abs-cbn/melasoncity-pl/es-92580_0_of_4.wmv
http://SS11.edgestream.com/abs-cbn/melasoncity-pl/es-92580_3_of_4.wmv

and I can't play any of them once I'm done downloading. I have no idea why the stream is split into four files, or whether I need to put these files together somehow. Any help regarding this would be greatly appreciated. Thanks.