I recommend you take a quick gander at this:
http://gbatemp.net/help/terms
As much as I go throwing that link around these days, it's honestly not very applicable here. He's not asking for an ISO, he's asking why what he downloaded isn't in a proper format.
As for the OP, I'll admit I know next to nothing about PS2 ISOs, it sounds like that is the extracted contents of the ISO. A quick Google search of "IOPRP250" confirms this. If you downloaded a multi-part ISO, make sure you're opening the *part1.rar or *.rar file rather than any of the *.part02.rar (and so on) or *.r00, *.r01, etc files. A good guide for that is here -
http://www.philipp-winterberg.com/software/rar_faq_multipart_spanned_split_multivolume_files.php
If that doesn't fix it (and honestly I'm not expecting it would), you may have downloaded just the extracted contents. I don't know of anything that can re-combine everything into the ISO of the game, so you may need to look into downloading a different release if that's the case. As per the rules (conveniently linked above), please do not ask on GBAtemp.net where to find another place to download your game. ROM sites are like Fight Club here. We talk about neither.
Hope this was a little help, maybe another member with some more experience can step in and provide more information. Good luck!
EDIT - also, keep in mind, if you have your un-RARing program associated with *.rar filetypes, you may not realize that you might be extracting the actual ISO instead of a RAR just because of the file icon. Don't extract the ISO! Leave it as is if that's the case!