Here's what I'm getting when I click the link. It takes me to this address:
pnm://www.ou.org/ftprm/jihad.rm
Followed by these two graphic links, neither of which takes me to anything called jihad.
What's the address you're getting?
The .ram file is a tiny text file that contains a pointer to the .ra file, using a pnm:// protocol rather than http:// -- the link I posted is a direct link to the .ra file, but with an http:// protocol, so that you can download it. You might be able to view it by left-clicking on the link I posted, but it sounds like something's corrupted with your RealPlayer installation -- it should automatically launch the app and play the file.