There's no need to compress anything. That's probably where you went wrong. Did those 22 files have extensions like 001, 002, 003 and so on? If that's the case, you need to combine them first, and then extract the rar.
If they were something like gametitle_part01.rar, gametitle_part02.rar and so on, then just select the first one, part01, and extract. Make sure you have all parts in the same folder.
The link Shardnax posted has instructions for both cases.