Which version of WinRAR are you using ?
If I remember well, the option to automatically start up one of the just uncompressed files has only appeared from a certain version on.
Concerning Games.001, it is compacted with WinRAR but it contains some corrupted data disallowing you to use the standard WinRAR to decompress it.
But you’re a lucky guy as Kbm007(thanks man, when do you write the same tool for Akira ?) has written a small handy tool doing exactly the job you need. It’s called Twilight ExtractRAR and is available through http://tlcd.jumpgames.com/downloads/ExtractRAR.zip.