No worries, Ju-Chan! ^_^ These aren't silly questions, they're fully valid!
The files have been split up from one giant file to make it easier for sharing. ^^ You will need a different Zip program. One called "7-Zip". It will handle the split files perfectly!
Download
It's free, so you may not even need regular WinZip either.
Once it's installed, you can open the "001" file and ONLY that file. The other files are all part of the same file, so they don't need to be opened. The "001" file will automatically open the other files to get all the data it needs.
Extract the files from there using 7-Zip.
Other than that, the install process for Reconnect is identical to the original DRAMAtical Murder, so go ahead and do the same. ^^ The "crack" will be put into the final install folder and will be run instead of the main EXE.