What do i do when i get a file in .001 format?
 

it came in a .001 format do i need to change it or something

Just open it with Winrar

there should be more than one file. there should be a series like .001, .002, .003, .00x....

This is a multi-file archive created with winRAR. winRAR is just like ZIPing programs, but allows for large files to be split in smaller ones, making downloading or archiving them easier.