once i have all the files to a game what do i do ?

Keep making into the same file? Do you get any error messages??? If YES, then your cdi file might be corrupted. So there is nothing to do about it. Just download the file again.

If you dont know how to extract the files, here is what to do:

1- Double click on the first file (blah.001, blah.r01 or blah.rar)

2- Winrar will start

3- Mark your files

4- Click on the "extract to" icon

5- Select the directory you want your files to be extracted into

6- Click on the ok button

7- Choose "Process All files in all volymes..."

8-The files will be extracted now

Good Luck Yo : )