R4 rom converting to nds file?

Okay, ive downloaded some ds roms (all are .rar file) including MySims Kingdom, SimAnimals, Pac-Pix, Theme Park Inc and Professor Layton an the Curious village etc. But when i downloaded WinRAR and pressed the file, I double click the one that said .rar file and it only worked in converting 2 of my 13 games ( Theme Park Inc. and Pac-Pix). All the others just bleeped and said i needed a certain volume, when i pressed cancel a boxed popped up with a little yellow triangle (not extracting the .nds file) Could some body please help me and explain what is happening. If necessary could you please tell me a different .rar converter other than WinRAR.