Something’s wrong

This has happened to me with two games. I download the parts, right click, hit ‘extract files’ and I extract into a folder I made, and all I get are a bunch of other ZIP files and some files that have no extension. It just happened with Assassin’s Creed, and it happened with a game I downloaded yesterday. I don’t know what’s wrong! Help me?
Answer #1
seome games are rarred(or zipped) more then once :p
but with multiple files you only have to select one file (best if you select the first file)