An rar file is similar to a zip file, i.e. it's been compressed. Before you can use it, you need to 'unzip' (or 'extract') it.
Windows XP has a built in utility for extracting zip files but I'm not sure whether it can cope with rar files. (I don't use XP). To find out whether it does, double-click on the rar file. (You can download the rar file to wherever you want, e.g. to your desktop or to your Downloads folder). If you see a dialogue box asking where you want to extract the file to, simply select a suitable location and click 'OK'. However, if you're asked which program you want to open the file with, this means that XP can't do the job on its own.
If XP can't extract the file (or if you're using an earlier version of Windows which doesn't have the extraction utility built in), you'll need a separate extraction program. I use IZArc. It's free, here:
http://www.izarc.org/
After installing IZArc, double-click on the rar file. Then right-click on the file you want to extract, in the right-hand pane. Select 'Extract' and choose where you want to save the file to (which, obviously, will be wherever WindowBlinds looks for wba files).
Chris