Actually, the .rar file is the first volume. If you create a multi-volume archive, you'll notice that the first volume created is the .rar file followed by .r00, .r01, .r02, and so on.
ReiAyanami580, I suggest you go to Tools, Folder Options, View tab, and
uncheck the "Hide extensions for known file types" checkbox. In the very first screenshot you posted, how the heck do you tell those files apart when they are named exactly the same without the file extension and they have the same icon and are the same file size? LOL!
Also, I think that viewing by large icons is a waste of space. LOL! Why not view by details instead? Not sure if it's your preference to view by large icons, but I know that Windows defaults it to view by large icons, which I think is very inefficient.
Speaking of waste of space, what's with the bitmap screenshots?

You should have saved them as .png files instead of .bmp so as to decrease the file size of your attachment while retaining the quality of the picture. Microsoft Paint, which comes standard with Windows, in Windows XP and above allows you to save as type PNG (*.PNG).