All files need to have their proper names. 
For some reason, when the files got uploaded to nexus. 
It changed their names. Names should be like this:

XTex.part1.exe
XTex.part2.rar
XTex.part3.rar
XTex.part4.rar
XTex.part5.rar
XTex.part6.rar
XTex.part7.rar
XTex.part8.rar

Once all files are in same directory, with the above names. Run the .exe.