I have downloaded the nr database from ftp://ftp.ncbi.nlm.nih.gov/blast/db/FASTA/nr.gz and have extracted the files using 7-zip. When I do this I only get one file "nr".
Yet, when I download only part of the database (ftp://ftp.ncbi.nlm.nih.gov/blast/db/nr.00.tar.gz) I can extract the .gz file, then the .tar file, and I get a whole bunch of files (e.g., nr.00.phd, nr.00.phi, etc.) and have been able to successfully BLAST against this database.
I am not sure what to do with the single "nr" file when downloading the entire database? Running a blast search with a command such as "blastp -infile.fasta -db db/nr -out outfile.txt -num_alignments 1" does not work, but "blastp -infile.fasta -db db/nr.00 -out outfile.txt -num_alignments 1" will work perfectly. With the full nr database I get an error saying "No Alias or Index File found for protein in dtabase [db/nr]".