It's totally normal to have many files, as said before the beta is split in some smaller files so you don't have to download the whole package at once. Download all the files simware provides you (beta 1, 2 3 and so on..), put them in the same directory and check if there's a .rar .zip or .exe file. In this case it's the only thing you'll have to install, it will grab the files it needs in the other files.
Try to right click on the links and click "Download" instead of left clicking on it.