You could always save it to a usb key and then use winrar to open in windows, burn what you want to CD and then open it in your linux system. Always a work around.
Download it and install for Windows XP (not sure whether it supports Vista...), it understands zip and rar, (archiving and extracting)
you may use the link provided below as well...
the best way is to install the rarlinux package from http://rarlab.com
unpack the tgz file, open a shell and type make.
An alternative is p7zip from http://p7zip.sf.net wich can unpack rar files.
both applications are console ones but the default archive managers for linux ark for KDE and FileRoller for Gnome can use the unrar from http://rarlab.com/rar/rarlinux-3.7.1.tar.gz without any extra user settings
What I mean is if U double click a rar filr in KDE Ark (Under Gnome it will be FileRoller) will start and will let U drag and drop files from and to the archive with a nice Gui.
p7zip is a console only app.