Yeah, sounds like you got a bit confused. It's actually one ISO file, split into 4 compressed .rar files. Most programs that can unrar a file, will know how to use the last 3 if you start at the first file. So, open (or right click if you have the options in your right click menu) the first rar file, tell it to extract its contents to somewhere you can remember, and it should extract all 4 rar files at one time, and you should have one iso file when it's done. Then, you can either burn the iso to a DVD using a program that can burn isos, or just use Daemon Tools or some other virtual cd-rom drive program to mount it as a virtual disc drive, and install from that. If you need any help with the last part just post again.