
You only ever right-click and extract Part01.rar . The extraction software will automatically treat Part08.rar and all other numbered pieces as a single cohesive unit, pulling the data through them sequentially to rebuild your original file.
The most interesting "feature" of Part08.rar is that Part08.rar
To successfully extract your data, you must have all numbered parts (Part01 through whatever the final number is) sitting in the exact same folder. You only ever right-click and extract Part01