Plex is combining multi-part files into on big file...and that's not cool!

I’m trying to load “The Beatles Anthology” which is a 6 part DVD. I named each separate file Part 1, Part 2 etc… Plex seems to want to mush them all together into one 9 hour ordeal, instead of splitting them int0 6 separate parts. Is there some way around this?
Cheers.