A RAR file does need to be extracted, but that can't be done with winzip. You need a program like winrar for that (surprise...). Once extracted, you should get a .mod file, which is somewhere in your modules folder. It could be in a subfolder, in which case you will have to drag it back to nwn/modules. You may also get some other files, an accompanying readme usually tells you where to put those.
Once you've gotten that far, and actually have the .mod where it belongs, try running NWN. It should work fine, at least until you try to select the module. If that crashes the game, it's safe to say the file you downloaded is corrupted or simply didn't download completely.
You can download a trial version of WinRAR... somewhere... erh... try a search at
www.tucows.com