Download all the files:

m2demo.zip
m2demo.2
m2demo.3
m2demo.4
m2demo.5
m2demo.6
m2demo.7

Decompress m2demo.zip with WinZip or pkunzip, keeping the directory structures intact.

Place m2demo.2 -.7 in the same directory level as m2demo.1 (contained within the m2demo.zip archive) and then run the setup utility.