I downloaded the movie file myself (by the method talked about below) and host it on the above site for you or of course anyone else too. This will download the full 15.9MB file to your desktop and not just stream it like the original post link does.
Now for a second and more complicated method (although this too is pretty easy)...
2. Once you have downloaded and installed the above program, launch it and click the 'Try' button. Now click the 'Add' button and enter the original URL (http://switch3.castup.net/cunet/gm.asp?ai=214&ar=1050wmv&ak=null).
Press OK and it should start downloading (the default download directory is C:\MyDownloads\).
That should be it. The software only works free for 15 days and then you have to purchase it. There are probably loads of alternate programs out there. Try a Google search for 'download streams' or something similar.