Hugh's ODST sets are truly wonderful to work with. The beauty of the file lies in the sectioning - if you mess up on a section, you can discard it and try again.
My advice for the file would be to take it slowly and steadily, working one section at a time. Don't glue the jigsaw together until you have all of the individual pieces pepped out, make sure your lines are nice and crisp, line up your edges carefully when putting sections together and make sure you use some form of clamp to keep your edges down tight until the glue dries. I personally recommend paper clips or miniature bulldog clips.
Either way, I'm sure it will turn out well. Just remember, for the love of cookies, to take it steadily.