|>>They need to be type 001 files for HJ split to recognise them|
No, they don't. There is no ".001" file type. That would be the file EXTENSION, which you get by renaming the file. If you can't see the file extension, follow my previous advice to reveal it. This is definitely the problem. Try it.
The FIRST file needs to have a file extension of .001, which has nothing to do with its file type. The second file must have a file extension of .002, the third must have a file extension of .003, and so on. Again, this has NOTHING to do with the file type, and EVERYTHING to do with the file extension.
HJsplit only needs to open the .001 file anyway, so it doesn't matter if those other files (.002, .003, etc.) are assoicated with HJsplit or not. Open the .001 file with HJsplit and it will start with that file and automatically process the other files. You DO NOT have to open each file individually in HJsplit, nor do you have to associate those files with HJsplit.
From the HJsplit manual:
"a collection of split parts is set of files having all the same filename, exept for the extension at the end of the file name (.001, .002, .003, etc.) . Combining/joining these split parts is equivalent to restoring the original (pre-split) file."