i just downloaded a game, how the #### do i burn it, the papa post does not apply to me

i downloade a game with complete files, in the nfo file it says it is for dj, ok i got that but the files i downloade didnt come in rar form so there is no extraction. files look like this ekao.OO1, and so forth. there in no cdi file, then i changed the extension and turned into the cdi icon. how do i merge all these files to burn on the disc to completed the game. i would i appreciate your help, it is hard to get these games and when you do you would like to use them. right? thanx. peace