Converting the I00,I01,MDS file to ISO

Can someone please help me? I'm having trouble converting a game into ISO, I downloaded the game here because this site is great and no fake roms. I downloaded the "Shin Megami Tensei - Persona 3 FES" but when I extracted it the files were:
"I00"
"I01"
"MDS"Can someone give me a detailed step-by-step guide, it's really confusing. Any good answers will help. Please help me, Thanks a million.
^_____^

Just use WINRAR v.5.0 or newer, and click on the file with the WINRAR logo/icon on it. It should self-compile into an ISO.