-> , <->, <- (What the hell do these mean??
 

Ok I downloaded these seperate files of this game. When I look at them in the rar file, there is the name of the game and it gives this sign -> and <-> and <-. Not only that these files are in CDI form already!!? How am I supposed to burn them all together?? Gah its driving me nuts!!!

-> : 1st file of the archive
<- : last file of the archive
<-> : any other file

Select the very first one in Winrar, and extract it. Winrar will then extract your archive from all your rar file, by itself. Then, you'll be able to burn CDI file.

You should try to read Winrar documentation...

You should also read this FAQ :
http://www.megagames.com/dc/dc_backup_faq.shtml