gamename.001 gamename.002 gamename.003 are all these files the same
 

I tried extracting them but it seems i can only burn one of them are all these files the same?

They are fragments of a complete RAR file. Load gamename.001 into WINRAR and extract it. WinRar will automatically go to .002, .003, etc until it's finished (or until it finds a segment that's missing or damaged).