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Nah, no need to change the extension. Winrar can open zips or rars (or many other types) by default.
You can customize when you install or if installed already, in the program, Options | Settings | Integration
Associate the program with whatever ya want.
That's because if the downloads are huge, it can be broken into multiple parts using rars. If one file is downloaded corrupt, all that needs to be done is to download that tiny part again, instead of the whole thing.