Are there many files in your download? Don't know what to do with them?

Search for an executable file within the download. If you dont find one, you are dealing with multivolume archives. Multivolume archives are basically compressed files that are distributed over many files for easy uploading. These can be extracted using Winrar or 7zip. Right click on any of the files and go to your applications menu, and select the extract option. This should extract the file. Such multivolume archives are basically large files, so make sure you have enough space on disk before you start to extract. The uploader probably uploaded the same set of files to file sharing sites such as Rapidshare because the maximum upload size is limited. As a result, if someone downloaded these files, and shared it through bit torrent, you'll end up with multivolume archives. A word of precaution though. You have to be careful that ALL files get downloaded correctly. Even if one of these files are corrupt, the archive WONT extract !