Its a long shot as the file extensions aren't visible but download Nero,
open Nero burning rom,
DVD,
create UDF/ISO and drag all of them files into the name column,
click on where it says name at the top of the name column (this should arrange everything in the correct order),
make sure 'no multisession' is selected,
'ISO joilet 9660' (I think),
then burn.
open WinRAR,go into settings and un-associate WinRAR with iso's.
its a common mistake after extracting it once,that people think it needs extracting again when they see the WinRAR icon,but in actual fact you already have the iso image right there,as you should see the file name
"my game name here".iso <- but you will have the WinRAR icon,thats why people think it needs extracting again,when it doesnt