Yes, I think, TrenchCart, you are right. For me it was too self-understanding, that a rar-file must be unpacked first. If Winrar is installed, you only have to put all the parts of the game in one folder, then right click on part 1, and choose from the popup menu "unpack here". Then all the parts will automatically get unpacked in a newly created folder. When opening the folder, you find the game file(s) inside.
This was not for you, TrenchCart, I think, you know all this, but it should described once, so that all non-knowing players can have a working procedure.