I have a question...

Ok, this may seem like a very stupid question:
But, I've never run into a file type that's .rar, I don't know how to use it, when I click it it brings to to a blank page and a download window to download the same file. Someone, please help. Because lots of things I've run into that I would like to use for RPG Maker XP is a rar. 
Someone? 

So you want to open a .Rar formatted file?

You should have used WinRAR

This may sound even more retarded, how do I do that?

 

Go to http://www.rarlab.com

Download Winrar.

Then you can just double click the rar file and open it.