Error trying to extract from a Winrar archive, can someone help me?

Factual Questions
1

Trying to extract a multimedia file from a rar file set I recently downloaded from usenet, I got the following error:
You need to start extraction from a previous volume to unpack (file)

I have the full set of .rxx files, verified using the .par file included with the set. I tried starting the extraction from both the .rar file and the .r00 file, and got the same error message. I tried googling the error message, and got nothing useful. Can anyone tell me what this error message means, and/or how to fix it?

2

Which version of WinRAR are you using? It’s possible that you are trying to extract from an WinRAR 3.0 archive with a 2.X version. Ver. 3.0 is not backwards compatible. Download the new version here.

3

Damn, I should have addressed this in the OP. I am using Winrar 3.0, the latest version. The archive from which I am trying to extract looks like a Winrar 2.x archive, ie it is in the format .r00, .r01, .r02 etc, but 3.0 is backwards compatible.