A lot of large files are distributed over the Internet this way.
You will have files
Samplefile.000
Samplefile.001
Samplefile.002
Samplefile.003
Samplefile.004
Etc
When you use Winrar you can archive them together, so what it will do is take all the files and connect them together so instead of what's above you will get one rar'd file. It could be a Iso. So it will be a rar'd iso. Now all you have to do is extract it and then use the right program to burn the iso.
