Extracting files
 

Im using winRAR to extract set up files I downloaded, but nothing is coming out where I extract them too.

Be vary careful when downloading zip, rar & also exe files...they're often infected. Make sure to scan files with your AV before opening.
WARNING: Viruses on the network you should be aware of

Just remember that most programs & games that you download won't work anyway...they'll need a code or CD to run;)