I'm not quite sure I understand what you are asking. Win rar is a zipping utility similiar to Winzip, but it uses the .rar extension.
You see if mostly on files from Europe, nothing wrong with it, just takes a different unzip utility, you'll need Winrar, or another one that unzips the. rar.
But it isn't something you see a lot of, so that's where I'm not sure what you mean. Where does it say that before you download? Did you install winrar and it's trying to be your unzipping utility?