well, its not actually playing, just search for the file without a number, it'll usually be "movie.rar", dont worry about all the other files.
After you've installed winrar (if you didnt have it already), right click on the main file, and select "extract to [wherever]", It'll automatically uncompress those numbered files, if it doesnt find the files, i'll ask you for their location, so just browse for it. Lather rinse repeat
