I ive had Ubunutu for about two or three weeks and its working great its just the other night I tried to download a album and it worked, but its a rar type so it wont open..
How can I open it?

Do you have unrar installed?

I just downloaded it but even when I try to extract it to a folder on my desktop it says extraction completed but when i go to the folder its empty

What did you downloaded?
What did you extract?
What happens when you open a terminal and type

I'm guessing you used gtk-debi (aka Package Installer) to install it, and found it mysterious when you couldn't find the program. unrar is a tool used by file-roller, which has a similar interface to the Windows program WinZip. If you have installed unrar, you now should be able to use file-roller to open rar packages (along with zip, tar.gz, and other compressed files.)

If you haven't yet installed unrar or file-roller, then use synaptic and select these packages to be installed, or use the command "sudo apt-get install file-roller unrar" in the terminal to install it.

Also, if you have ClamAV (or clamtk) virus scanner installed, then you'll want libclamunrar6 installed to be able to scan these files. Likewise, use synaptic or apt-get to install it (note, for this one you need the "multiverse" repository enabled -- open synaptic and under "Settings" choose "Repositories", which will give you the option to enable it).

File-Roller (a common GUI archive manager for *nix) uses the command-line tools as its back-end.

So to view and extract .tar.gz archives, it actually invokes the gzip and tar utilities instead of reimplementing the whole algorithm.

Similarly, if you don't have the unrar utility installed, File-Roller doesn't have a way to extract RAR archives.