You are likely missing the final part of the sequence. Check the source to see if there is a .005 or higher.
Are you this file with others or asking for help extracting it? TAL Games 7z 004
Massive libraries of ROMs or disk images for older consoles. You are likely missing the final part of the sequence
Many community archives use passwords to prevent automated bots from flagging the files. Check the original forum or site where you found the link. .001 through wherever the sequence ends).
Ensure you have all parts in the same folder (e.g., .001 through wherever the sequence ends).