Why won't downloading files from filehosting programs work?

[Brandon S]

when an album that i download from rapidshare and most other filehosting programs, it doesn't allow me to get to the individual songs or add to itunes or anything. once it downloads it saves under documents. And the ones that work are folders, and under 'type' it says "compressed (zipped) folder. But the ones that don't work (almost all of them), get classified as 'RAR File' under 'type'. Not only that, but instead of being a folder, you have to open it with the itunes emblem thing (the note or whatever it is). I know why, it's because when i used to have these types of files it used to say 'it couldnt find a program to open with' or some shit like that, so i chose to open it with itunes. thats why that happens, but not only do i not know how to undo that, idk why they can't just open with a folder so i can see all the songs. Cuz when the albums do work, I usually open up the folder and it shows all the individual songs and then i move the individual songs to 'my documents'. And that's the way that i get them onto itunes. Idk how everyone else does it, but that's the only way I know that works. Anyways, basically what i'm asking is how come these albums i download don't just always open under folders, because thats what they did on my old computer. If theres a different way to get the album on itunes without moving the single songs, or anything i can do to fix this problem please let me know. Because i'm fucking lost lol