RAR files?

Ive downloaded the first part of the Hyde park gig from rapidshare, but it is as a RAR file. What do i do to this to open it/play it?
Excuse my lack of intellect
MWAH
x

Excuse my ignorance, but how do you un-rar something once you've downloaded the programme and opened the file.

Many thanks.

After installing WinRAR? As well as you unzip files or open folders. Double click and there you have it.

http://www.win-rar.com/index.php?id=295&kb=0&kb_article_id=93