How do I decompress these .arj and .a01, .a02, etc. files?
Get Arj.exe. ARJ is not as easy to use as WinZip, but is much more powerful. ARJ is typically used to split a large file into smaller, more postable pieces. Don’t use WinARJ, use plain old DOS ARJ (widely available; follow the link at the beginning of this answer). Open a DOS box in the directory where the .arj files are located (MS Powertoys Command Prompt Here is great for this under Win95).