[English] Just getting a file? What to do?

[Xel Naga]

Sometimes (1/10 times) when I download a game I only get it as a file. Most times I download something I get in a .rar with an .exe or a .iso inside. Sometimes I just get a file. When I click on it, it asks me what program it wants me to open it with. Mounting it doesn't seem to work, or rather Daemon Tools doesn't accept it. These are torrents by the way.