Vista - Selecting multiple files

In Windows Explorer I double click on the first part of a multi-part rar file
to extract the contents. This starts the associated program for the rar
extraction. When the extraction is completed, I close the extract program
the focus goes back to explorer and the first rar file part is highlighted.
I then do a shift click on the last part of the rar and click. All parts of
the rar are highlighted but then the file just before the first part is also
selected.