The ususal way to do this (which seems to work OK for myself) is to click on the "first file" of the list and extract this into a folder of your choice, it then extracts ALL the files - this then either converts it into a full AVI or MPEG movie, which it doesn't sound like it has on yours - or a Cue and Bin file, if the latter you can then open the CUE file with the "open with" and use the option Burn using nero - this should convert it to a full length movie - alternatively the RAR file you have may be corrupted as I have found to my cost also,which may be causing the problem?
Good luck