Just the last one should have done it
When you started off you had lots of rar files all numbered as 01.rar, 02,rar, 03.rar etc I assume.
You should have them all in the same folder, preferably with no other files in.
If you right click on the lowest numbered rar file and select extract here then it should automaticallly unpack each file in turn and reassemble them into eaither a single file as an ISO or more often as 2 files, a cue and a bin file.
Is that the procedure that you used but it made a single file still called a rar ?
Is the extension a rar or is it just part of the name ?
It may have actually made a file with the .iso extension but still have rar in the name and in that case should burn as an image file without having to rename it.