help plz

when i goto load the quesheet to brun i cann,t get it to open the file to brun i've followed the info 1. Download WinZIP and install it.
2. Download WinRAR and install it.
3. Download CDRWIN and install it.
4. Download a game, let's say: Crazy Taxi
5. You have 4 files now.
6. ####t WinRAR and browse to the directory with the kal-taxi.001 - kal-taxi.004 files.
7. Doubleclick the kal-taxi.001 file.
8. Click the Extract to button and click OK and wait.
9. Close WinRAR when the extracting is done.
10. ####t CDRWIN
11. Click Record Disc (The first button)
12. Click Load Cuesheet
13. Browse to the directory where you have extracted the files.
14. Doubleclick the kal-taxi.cue
but right here is were i'm stuck at #13. i goto dir. it shows the file but it wont open (maybe i downloaded the wrong file) (can anybody help)