Need Help With WinRaR

Every time I go to extract the cdi file. A warnning comes up and says i need to extract cdi file prom a prevous volume. What does this mean? And can any one give me a guide on how to unpack cdi files with WinRaR?
PLEASE!!!!!!! my email is:
thomasgarber**********com

[Tap2k1]

Sounds like it means you need to start the unarchival process with the first RAR volume: the .001 or the .RAR

Make sure you've got all the files. Go to www.isonews.com, look up your game, read the .NFO, find out how many files you should have, and make sure you have that many.