Okay I downloaded Rome Total War from isohunt.com and it came in three winrar files for each cd. So I extract them into separate folders because some files have the same name but when I install, it can't find files in the second or third cd. So I extract them in the same file while replacing certain file names and that doesn't work either.

Damn instructions make no sense either, mounting ISO images on Daemon Tools to act as a cd. WTF is a ISO image and how do I do that if I have to extract the files?

Any help will be greatly appreciated, please give me any tips on how downloading games work.