On winXP, here's the drill:
1. Click on "My Computer" at desktop
2. Right-click on your HD to choose "Properties"
3. On the pie chart (of disk usage), click on the "Disk Cleanup" button
4. On the next window, highlight "Temporary Internet Files", then click on "View Files" button (Warn: pressing OK will remove all the temporary files including the flash file. Then you have to reload it from the site again)
5. On the next window, you should get some folders from your CONTENT.IE5 (this is the cache of your browser). Click on all the folders to view their contents (it'll help if you're on "details" view to see the corresponding sizes of the files)
6. I forgot exactly which folder contains the file --- "axe final feather(1).swf" or something which is 3.41MB in size.
7. Copy-paste-rename that file to another convenient folder (of your choice).
The flash file is of .swf type. Should play using your browser (of course, you should have the macromedia add-in?) Good luck.