If its a multi rar or multi tar file then usually by opening the first rar or tar it will extract all the others too.
I usually make a folder and extract the lowest numbered rar or tar into it and it will then unpack the rest of them as the instructions are embedded in that first file.
I assume that its a large program or a film file ?
You may end up with a cue and a bin file at the end of the unpacking process.
Get back to us if you cant get it to work properly