Suppose you have a number of .rar files which are of the same setup file but broken down since it cannot be uploaded all at once to a website. Or you would come across this situation when you have downloaded a huge file from a torrent.
Its very easy just goto the first file of the .rar and extract it in the same folder. This is done since it can find the other files in the current directory itself. Finally you will get your combined file. You can use winrar to do these types of things.
Suppose you download a file and you find yourself with a .bin file. Basically these files are meant to show the images of a CD. Dont worry these cant be run like the normal setup files. You need a tool which will create virtual CD drive and then run it from there. I think DAEMON Tools Lite is one of the best tools you can find. All you need is goto their website http://www.daemon-tools.cc/dtcc/announcements.php and download the tool. With this tool you can create a virtual CD and mount the .bin file and run your setup file from there.