Alternatively, it could be a plugin for Windows Explorer that allows you to browse compressed files (like RARs) as if they were regular folders.
A Shell Extension that adds functionality to file managers like xplorer². N.S.E..part4.rar
This is a highly likely match if you are in the 3D modeling or Doctor Who fan community. Multi-part RAR archives labeled "NSE" (standing for ew S eries E mperor) are used to distribute the Dalek God Emperor model. Alternatively, it could be a plugin for Windows