Need Help burning Marvel Vs Capcom 2 please...

[CloudZero]

Hey, I recently download Marvel Vs Capcom 2, and the thing is a lot different than normal CDIs and such.

I got it via eMule, in .rar format. I opened 'er up, and I was greeted by nine .001, .002, etc files. Yay. So I put them all together with a compiler, and changed the compiled file to a .rar. Opened up the .rar and saw a bunch of files I'd never seen before. There are nine of them, all called Marvel_Vs_Capcom2.cdi. But at the end of each file name, there's an arrow made using the --> keys. So the first file is -->, the second is <-> all the way down to the last one, which is <--. I don't get it, lol, how would I burn these to a CD? Thanks!