John summed it up nicely. That being said, WinRAR on Windows, and UnRarX or The Unarchiver on Mac. Most Linux versions have something built-in.
Technobabble: RAR is a type of archive, like ZIP, gzip, LZMA, 7-zip, and the like. Think of it as a bag full of stuff, held closed by a zipper. You need to unrar/unzip/gunzip/unlzma it before you can get at what'* inside.
LimeWire lets you download and share things. Sort of like RapidShare, a BitTorrent client, email/forum attachments, and the like. Think of it as a large room full of people trading bags — the FAA'* worst nightmare.
Hope that clarifies. Not sure if it did.
2007 Pontiac G5
1999 Pontiac Grand Prix GT - Stock engine ate transmission.
1997 Pontiac Bonneville SE - Cammed engine ate transmission.