Burning problems!

[fbk4ever]

Hello i´m new to all this and i need a little help.

i bought the game Rocky to my Ps2, and since i don´t have a dvd-burner i can´t backup the game (i don´t know how to rip games), so i thought that i could download it and burn it, because it´s already ripped then.
i downloaded a file called rockyps2kalisto.rar i unpacked it, and then i found that it was 24 files called kal-Rock.001 to kal-rock.024 and a kal.rock.sfv-file how do i do to burn this to a disc?

this cant be illegal since i already have the original or is it???