Extraction:
How are you extracting the file to the desktop?
Opus won't add an Extract item to the right-mouse drag & drop menu for RAR files by default, so if you're seeing one it's probably something left over from another program. (You should be able to add an item to the menu to do this, though. Shout if you want to but don't know what to do.)
If you're extracting via a toolbar button then it should work, at least in theory.
Double-Click:
To get Opus to open RAR files when double-clicking on the Windows desktop or other programs, try setting up the RAR filetype as shown in the second picture here:
[Make RAR, 7z, ISO, etc. files open in Opus on double-click)
(The first picture is enough if you just want double-click of RAR files within Opus to work, but if you want it to work in other places as well then you need the second picture as well.)