I downloaded and confirmed the MD5 Hash on these 3 files:
02_SONAR_X3.part1.exe
02_SONAR_X3.part2.exe
02_SONAR_X3.part3.exe
All 3 files were saved in the same folder.
 
I ran 02_SONAR_X3.part1.exe which installed and appeared to finish without errors.
 
When attempting to run 02_SONAR_X3.part2.exe I received this message:
 
"Please download and run previous packages."

It should have install them all by just starting the first one. You need not do anything else. 

Good to hear. Thanks!