NEWBIEST QUESTION EVER? (RPG MAKER 2000)

Several of the games on the site that look incredibly good to me only offer .rar files from their download links... and after a good month and a half of trying and failing I still can't get any of them to a playable state ;_;

I've looked up all the tutorials from every room in the internet dungeon, to no avail. I have the RTP and everything, but my computer still won't let me open the game without trying to do it with Windows Media Player.

Am I missing something?

I didn't have Winrar ahead of time, so I'd extracted anything but.

And now I'm playing Aurora Wing!

Thank you very much!