Arglaar
Nitpicking Bastard
A batch file is simply a text file with the extension changed from .txt to .bat. In simple terms, you would create a new text file by right clicking in the folder and creating one, renaming it from "New Document.txt" to something like "unpack.bat", right clicking on your shiny new bat file and choosing Edit, then typing in those commands and saving it. You would run it by just double clicking on it afterwards.
EDIT:
You also want to make sure that you set your Windows folder view options to show extensions. You can do this in Control Panel.
Honestly, when you're creating batch files in Windows XP or newer, you should use the .CMD extension instead of .BAT
This ensures you're running the 32 or 64 bit command processor instead of the 16 bit.