Make sure your winrar is up-to-date ,older versions of winrar will chuck up errors if you try opening an archive made with a newer version.
or
Try right-clicking on file and "extract here".
I have a site i get multipart archives from and i have to select(highlight) all parts in a folder then right-click ,"extract here".
It won't extract the files properly if i open it the normal way .
ie: Just opening the first part ,seeing the files in the archive and extracting as normal.
I think it's some obscure settings that someone has set when making the archive. I only ever see it on this one site i get some archives from. Maybe they don't even realise they're doing it.
Whenever i try to explain ,he has no idea what i'm trying to say ,says it must be something i'm doing wrong.