A file with the extension .001 is typically the first in a sequence of files that have been split from one larger binary file. Usually the file would appear to have two extensions, as splitting programs would leave the original extension there too (for example, Video.AVI would become Video.AVI.001 and so forth).
Files are often broken up online to make downloading easier. It also helps that if a file is split into fragments and uploaded to a server, that if any fragment is corrupt then just that fragment needs to be replaced.
HJSplit is an application that is used to split large binary files into smaller chunks, or vice versa.
