Use Latest version Of winrar or 7-Zip
Extract .rar file ..
Xp Users - Extract to :Example C\Program Files
Vista Users -Extract to Desktop First, Then Drag and Drop the Extracted folder to where ever you prefer
Go to the Extracted folder and Double Click on the >>makedesktopicon<< file
Start The game from the desktop.
Simple as that :
Play > EVERYTHING<
When You no longer want the game on your Computer, delete the extracted folder and the desktop Shortcut..
Use The Directx9 websetup file to Update Your Directx9 > IF Needed< >Internet Connection Required<