Right Click and "Save Target As..."
.swf file 1.04 MB) - Use this to play the movie as is.
.fla file (29.9 MB) - Source file - Use this only to edit and change the content. For instance, if you want to localize the movie.

You can play it from your desktop without the internet by downloading the .exe file (2 MB). Make sure you save both files to your desktop and click on the playME.exe to play the movie.