Right,

let's not beat about the bush, what you got, film ? programme or a game ?

Film's often require codecs, generally after installing the divx codec most should work www.divx.com

Games often appear as an .iso or a .nrg which are Nero image files, simply mount with Nero image drive or burn to CD, i personally mount with nero image drive before burning so I don't end up with a coaster

Anything that needs to be unrar'd needs to be scanned with 2 virus scanners and at least 2 anti spyware scanners to be on the safe side.