Converting winrar to run as windows games?

Have had no problems with movies etc downloading from such as Mininova,and using good old DVD flick.....but for the first time time I downloaded a PC game..it aso came in winrar but in simple terms how do I convert/burn and in what format,ie video,data etc in order to get windows to recognise it as a game......Nero will transfer files to DVD disc but windows does not recognise....so obviously it is me,so assistance would Be appreciated :confused

 

Sorry We here at Major Geeks cannot assist in the pirating of software or the use of stolen software. If you bought the game legally, you probably wouldn't have problems. If you did, you could contact the game's publisher.