when u open file 001 it joins all the files together in the pc memory to create the whole rar archive so u only need to extract from the first file to extract from all

try using alcohol 120% instead of diskjuggler for burning the cdi image.here is a quick alcohol 120% guide
start alcohol 120% and click image burning wizard,next select the cdi file and click next,then set these settings on the next screen - select customise data type from the dropdown box at the bottom,raw dao from the dropdown box for write method,8x or lower writing speed and enable buffer underrun technology if u can but if u cant it dont matter

then click start and wait until it's burnt then hopefully u have a working copy