i have downloaded an episode of the television programme top gear. however i cannot play it. the file has come down in 45 different smaller files. the name of each file reads as: top.gear.s09e05.ws.pdtv.xvid-river

each consequtive file type, says it is an R02 or R03 or R04 and so on....

does any one know the software required to play this? it would be a massive help if you did.

Yes, quite common format.. called RAR which is in sequential volumes.
Obtain WinRAR and open the first one in the set (*.RAR) and extract files.
You will need XVID/DIVX or MPEG4 compatible format to play the video.