What are mirrors? as in downloading games copies

[lcyber]

I keep seeing the word mirrors i.e mirror #1mirror#2 and a third ,available off line.Does it follow that #1 is the first and #3 is the latest game?I seem to have down loaded the game but while the exe.file is shown in my Desktop file nothing happens when I highlight it and copy it to the game that I think I have downloaded
Every time I try to down load the exefile I get referred to the NOcdMRallye.com zip file