A cue sheet, or cue file, is a metadata file which describes how the tracks of a CD or DVD are laid out. Cue sheets are stored as plain text files and commonly have a ".cue" filename extension. CDRWIN first introduced cue sheets, which are now supported by many optical disc authoring applications and media players.

Source: http://en.wikipedia.org/wiki/.cue.

MPEG Audio Layer III, more commonly referred to as MP3, is a patented digital audio encoding format using a form of lossy data compression. It is a common audio format for consumer audio storage, as well as a de facto standard of digital audio compression for the transfer and playback of music on digital audio players.

Source: http://en.wikipedia.org/wiki/.mp3.

RAR stands for Roshal ARchive. It is a proprietary archive file format that supports data compression, error recovery, and file spanning.

Source: http://en.wikipedia.org/wiki/.rar.

Electronica Exposed recommends WinRAR for use with .rar files. WinRAR can be downloaded from RARLAB: http://www.rarlab.com/.

Waveform Audio File Format (WAVE, or more commonly known as WAV due to its filename extension) is a Microsoft and IBM audio file format standard for storing an audio bitstream on PCs. The usual bitstream encoding is the linear pulse-code modulation (LPCM) format.

Source: http://en.wikipedia.org/wiki/.wav.