There is nothing inherently 'risky' with .RAR and/or .ZIP files.
The very great majority of .iso files available on Gnutella are shared in the WinRAR format - i.e. .RAR files.
As
muhctekdano wisely suggests... Be SURE to scan all of these files prior to opening them...
Further, with an .iso file compressed with WinRAR, you do NOT 'open' them...
(Well, you can, but there is not much you'll be able to do with them except perhaps check content and maybe 'keys'.)
The easiest way to deal with them is to use NERO using the function, "Burn Image File".
Don't be surprised if you increase your coaster collection !