The files need to be created using WinRAR which creates a .rar archive of the samples. However you cannot simply create a .rar archive to be compatible with Hauptwerk, the full package must be created properly to be used with the Hauptwerk installer.
If you downloaded samples that are not in Hauptwerk format then most likely they will not load unless they are formatted properly for Hauptwerk.
You can download Hauptwerk and view the included St. Anne's sample set .wav files for a reference for proper sample formatting if need be. Also there are several trial and free downloads of instruments on the Hauptwerk site which you can reference as well. http://www.hauptwerk.com/downloads/inst ... downloads/