Dump them all in a dir, run the exe, and game on...
It's inconvenient too, as nothing in this house runs Windows right now, and extracting custom fancy EXEs* can get annoying.
(*: Most archivers can reopen the EXEs they create as par the course, and there are lots of extractors and unpackers out there, but I vaguely remember a few incidents where I wanted to extract an executable archive/installer of some kind and couldn't. In some cases pushing the EXE through Wine worked.)
BTW, is there a current... "turnkey" (simple, "clicky"), I guess, *NIX solution for doing that within an archive?
[1] - https://github.com/Parchive/par2cmdline
I'll take a look at my setup when I get home tonight.
I usually click "Select all" then unselect ISO. Done.
Edit: other person replied it must be opened in Administrator mode. That explains why I didn't have it associated.
If you choose the wrong one it will not work later.
And it will not repeat the dialog box with the options.
Depending on the platform I'm using I have some code in bash, Powershell and C# to deal with this. Non coders must have a hard time !
From my observation, most downloads are rar format (95% at a guess), but it doesn't really matter if it's rar or 7z as the differences in resource usage are negligible.
The good news is that most archives support free extraction of both formats.