Lord Shields said:
Go to CNet (download.com) and get WinRar. That should be the same program from the Rarlab site... but download from there to make sure you get the latest version. It opens all compiled file types (like .zip, .rar, etc). Some mods use installers which should require just a double click then pointing to the directory path. If you can't get it to work, then it's user error.
Rarlab.com is the main site for Winrar so i believe it would be best to get it from there.
Here are other programs beowulf dude;
http://en.wikipedia.org/wiki/Comparison_of_file_archivers
But if you are getting errors prorobably something is wrong with the download.