If you are still seeing that Hacha icon, the clip didn't join completely. I recommend that you show all extensions (in Windows XP, My Documents > Tools > Folder Options > View > then UNcheck the box "Hide extenstions for known file types" and click OK). Then make sure that you have all parts of the clip, starting with the part ending in .0, then double-click the part showing the Hacha icon to join them all.
Best of luck,