Heh, I picked the other thread to answer....but I'll copy-and-paste it here.
You have to unrar (decompress) it. WinRar is kinda like WinZip. It's a compression utility.
Either download and install Winrar or a program called 7-zip to decompress the file. Both WinRar and 7-Zip will decrompress RARs and zips as well as a few other types of compression methods.
I prefer Winrar myself. Much more robust.
www.winrar.com
www.7-zip.org/