I've got a set of files with the extensions 001, 002, 003 and so on, but there's no ace or rar file. What do I use to open them?

Often these are just rar archives, only without the initial rar file. If you double click on the first file (001) nothing happens. This is because it hasn't been associated with the program, however, if you open Winrar using the shortcut on your start button or desktop you can browse through your directories until you find the file and open it that way. If this is part of a rar archive, the remaining files in the set will be processed and all the files contained within them will be displayed for you to extract in the usual way.

If in doubt you can try to open any file you believe to be a rar archive using Winrar. The worst that can happen if it isn't a compressed archive is that it won't open and an error message will be displayed, in which case you can try opening it in a different program, Winace for example. Remember that you can call a compressed file whatever you like and it will remain a compressed file. If it doesn't have the standard extension it won't be opened automatically when you double click it, but it can still be dragged into your decompression program or opened via the built-in browser.