To deal with splitted pkgs I use Multiman. You only have to copy the first part (the one that ends in .66000) using the File Manager to dev_hdd0/packages and the copied file will be the complete file merged.
The app's name is PSNStuff (you can find the latest version on the first result searching in Google "psnstuff eminem ps3"). Like Ninn said, to make the games/DLC playable you need to activate first the game/DLC on the PS3 using the .rap file associated to that content.
To do that, using...