Are you certain that the file name isn't h:\mp3s.part001.rar ?
Winrar3 uses different method of volume indication, no longer are the archives called file.rar, file.r00, file.r01, file.r02 etc. but file.part001.rar, file.part002.rar, file.part003.rar etc.
You can easily see if something's missing by opening the archive with winrar, if you see '->' after the file name, some packets are missing.
-M