OT - mp3 and rar — Winmx MP3 — DVD MP3 AVI MP4 players codecs conversion help

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I noticed on some of the mp3 files (and it's not common) that the file has a
..rar extention before the .mp3 extention. The file plays on an mp3 player
with the double click of the mouse but you can also open it with winrar and
see the individual mp3 files in the file.
My question is how does one make such a file?
thanks