I downloaded a movie, (well not exactly downloaded, my brother sent it to me.) its kvcd at least that is what it says, but I don't have any clue what to do with the .bin .cue files.

Maybe someone could explain to me how to open them or do whatever I have to do to get them to work?

Use nero, go in File (or recoder, depend on the version you have) menu and choose "burn image". Select the .cue and let it works.