You should have all the component .rar files in the same folder. You need to use WinRAR to unrar (or uncompress) them.
Get WinRAR from
http://www.rarlab.com/download.htm
Once you've installed WinRAR, you just have to double click on the first RAR file of the patch.
Click on "EXTRACT TO". Then WinRAR asks you which folder to send the uncompressed file (eg .bin or .ppf whatever). The default choice for this is to open a new folder in the one where the RARs are currently located. Once you have specified where you want the new file to be sent it should do it. You may have to wait a bit depending on how large the file is.
Once this is done, check the new folder and you will have the full size, uncompressed .ffp file in there.
If you have all the parts of the patch in one place, it should sort itself out. Possibly, it won't unrar if one of the parts contains an error so you may have to download it again.