If the split files are.part1.rar,.part2.rar (use WinRAR), as WinRAR allows you to do this. WinRAR will detect the missing files and ask you to select the folder with those missing files. But with.001, 002, I don't even know who made these type of file. There are many programs can join / merge these files, but not like WinRAR. If you really need to join these files, contact the person who 'invented'.001,.002, but I don't think that's possible, so you could buy a new hard drive, or delete some data in your drive, sorry. But, why do you only have 20 GB in your hard drive, that's too small!:D.
You will have to join all the split files together with 001 File Manager, to use the file again. To merge the split files, copy them to the remote PC. Load the software (001 File Manager) as well on the remote same PC.