I had downloaded NFS Shift and now I am unable to extract .ARC file even after downloading WinZIP app. When I eventually try & click on .exe file, it asks to insert Disc 1.
You can use the FreeARC application to extract the ARC archives. The application is available for downloading from the official website. Secondly, you need to have the original NFS Shift disc in order to play the game, otherwise you have downloaded a game that can't be played.