Hi DavePlym,
When you download the AX 2012 R3 CU9 VM Part A, Ensure all the rar files are downloaded as per size in the MS site. The Last part of .rar while which is around more than 3gb sometime downloads few mb's. Please ensure you download the entire parts with complete size. And also maintain the minimum system requirements should be good enough to run the VM.
Thanks
Nagendra Varma K