As @frostschutz said, I have a sinking suspicion WinRAR will default to RAR 5.0+ archives, which the Kobo *may* not handle. Try an older format (you probably want to make it storage only, with no compression, anyway, so you don't actually need anything fancy).
Can't tell you how to do that, though, because the last time I used WinRAR, I think my computer still had a floppy drive

.