Sorry for the delay replying, I was watching Snooker
The .rar version is similar to a zip file, you use something like BitZipper to unscramble it into a set of files which you save to your hard drive, you then run it from your own drive. NO CD-ROM needed
The .gi version is an image file which when burned to a CD-ROM using something like Sonic; you then have a CD-ROM which you can run from that drive or put into another computer or give to a friend.
More information if you Google 'rar' or 'gi' they are well known formats.