Those are .rar files from the rzr warez group.
Come on...if you're going to steal games (like say, Need for Speed) you should know how to get them to work.
Install winrar and associate it with .001 files. It will take care of the rest, assuming you have a complete archive. If not, grab some pars or try downloading again.
(just giving you some friendly ribbing...don't take things too seriously)