For some reason, I can't get this to work. I click on file to open it but it immediately closed down
Same for me.
I clicked on the graphic of the video on the site and had no problem so when you say that you clicked on "File" I don't know what you mean. Try to watch the video by clicking on the image at the site and after it completes do a search on windbag.WMV and when the searcch finds it then you can copy/move it to somewhere on your computer where it will be saved permanently instead of in temporary internet files.
Why didn't Pat cut Lawrence's mic for goodness sake?