Games are usually distributed in a number of RAR-archives (compressed files). This has been done to facilitate the actual download of the release. You only need to extract the first file in the sequence (usually named game.rar or game.r001/.001) and the rest of the files will be uncompressed automatically. If you need step-by-step instructions on how to extract RAR archives, see Hursty's WinRAR Guide. When the files have been extracted (uncompressed), a CD/DVD image file will be produced. The CD/DVD image is an exact digital replica of a CD/DVD, whereby all of the data is stored in one file to completely preserve the data structure and integrity of the CD/DVD. Some common disk image formats include: .BIN/.CUE, .IMG, .NRG, .MDF/.MDS, .CCD, and .IMG. These disk images can be burned using software such as Nero, Alcohol 120%, DVD Decrypter, and ImgBurn.
NOTE: If the file has an extension of game.001 you will need to add it to WinRAR's user defined archive extensions so you can extract the files via the right-click context menu. To do this, open WinRAR->Options->Settings->Integration->Add .001 to the 'User defined archive extensions' box.
In short, don't extract the ISO (you made the error of extracting one too many times). The game should have originally been a series of WinRAR archives. After extracting, you will be left with a single ISO file. Burn this ISO file with your preferred burning software, ie. Nero/Alcohol 120%/DVD Decrypter.
