Thanx for the help guys
Now for any other noobs out there i worked it out. If you unpack the rar on your pc you get .xml and .001 or any .oo files just leave the rar place it on your phone and your mobile will reconise it as a .cab and install the software for you
Most likely you have the .cab associated with WinRAR.
Do not "open" the cab. Just download it, copy it to device (via activesync), and then "launch" it on the device to install.
Or install CABViaActivesync utility - it will be able to do same in one right click on the cab.