What file/s do i use to burn to my DVD? (please read)?

I am trying to burn a game to a DVD-R/RW i downloaded by torrent (over 1.1 million kb total). Once it was completed downloading it appeared in a certain folder but in 24 parts (they are .rar files). So I used WinRAR to extract the files as a whole to another folder but it appeared as 24 parts in the new folder. So then i tried opening one of the 24 parts and this "SLUS_20940.mdf" file (which had a size of over 2 million) and also a "SLUS_20940.mds" file (a size of only 4000) came up in WinRAR. So I extracted the mdf file to a new folder and it seperated into all these .bin files in the new folder but the mds stayed the same after extraction but as only 5kb. So what files do i use to burn to the dvd? I tried using iso software but they had limitations to the size of the files as unregistered versions of the software but im not buying anything.