Well I've just installed 1.02 full version.
1. Place all parts in one folder. (for me it was "coh")
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2. Open your 7-Zip File Manager
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3. Go to your "coh" directory. Check file with .001 ending and use extract option
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4. I did extracted it to another folder and I've received
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5. Just run your installation
For me It worked fine, I didn't have opportunity to test it in-game campaign, i've just installed it and started the game, so far it works. Sorry for thumbnails but I hadn't got time to resize imgs.