You got rar files from the Slax site? I don't think so. You should get an .iso file which you burn with Nero etc. as an ISO (not merely burning it to a CD).
Here is the link. I don't know what you have downloaded or from where. I just did it to test.
http://www.slax.org/download.phpYes that's the link I got it from. I used the http to download it. Isn't WinRAR just a type of zip file? Anyways if it's an iso file I need here's all the iso files I see:
make_iso.sh File sh
make_iso.bat MS-DOS Batch File
I do have a slax-killbill-5.1.8.1 folder on my desktop. When I open it I see five WinRAR zip archive icons and they are: slaxsave, save1024, save256, save128, save512