Sounds like you downloaded a torrent link.
You will need to install a
free Torrent client first. Once that is in place you can double click on the downloaded torrent for PR :
pr_0917_full_part1of2_setup.exe
and
pr_0917_full_part2of2_setup.exe
Once the torrent downloads the compressed installer archive you just double click to open it. It's going to take upwards of 10 minutes to decompress before you see the install window (depending on your hardware, so get a drink and wait.)
Don't forget you need BF2 updated with
FULL update 1.41 then
Final v1.5
before you install PR.
Good luck
Welcome to PR
"Project reality, it's all about the teamwork."