Its not a problem, its normal. The database is very large, so makeblastdb breaks it up.

On our server, the nr database is in 83 parts for example. You only ever need to provide the 'stem name' of the database to blast, as it uses all the various extensions, so it will find the mulitple parts as normal.

In your case, you'd do something like:

blast -db /path/to/uniref_db   <options>    # note that the extension isnt specified for the DB.