Try renaming the a to something else. It is most probably the "_" in the file name that sees it as a split file.

Pull out the A and drop it to the desktop and change the name to A renamed or A2 and then put it back into the folder. It should work. This started happening to me when the Funny bear was given on Amazing. My son is a computer genius and he thought I was nuts when I told him what was going on. He dropped by and I got him to look at it and he knew exactly what to do. He was just making fun of my lack of knowledge when I was on the phone with him. Most everyone on Cute thought I was nuts until several checked and found out theirs were just like mine. It has done that again on several different Fonts from Veronika. I would check each one after putting it in a folder. Once it is separated, it should stay that way but would be impossible(hard anyway) to fix if the whole alpha was one on top of the other.