Oh, .rar files are compressed archives, like a .zip. But you need WinRAR to extract the files. You can get WinRAR at
http://www.rarlab.com/ in the Downloads section. Installed it, then go back to the .rar file you downloaded and double-click it. That will launch WinRAR to extract the files.
Then just move the extracted files into C:\Windows\Resources\Themes, and then find and double-click the .theme or .msstyles file for that theme. That will load it up in Display Preferences so you can then Apply it.
Don't forget you have to patch your uxtheme.dll file first to allow Windows to load un-signed themes and visual styles. You'll need Multi-Patcher for that - it's linked on our homepage :)