I DL'ed 18 Wheeler, and need help!

I DL'ed the 10, 20mb files of it, extracted the 1st file into 1 big 693 MB .cdi. I burned that onto a CD. And i put my Disk Loader in my dreamcast, take it out and put 18wheeler in. And all it does is sit there. If i just put the game in 1st it loads up some jap writing that i cant read and it sit's there too. Anyone else have this problem? Any IDeas in getting the game 2 work?!