I could be mistaken but I believe Flash animations are copy protected.  Used to be one could fish them out of the Internet Cache but that doesn't always work any more.  I do know PhilC writes tutorials for his products and includes the animations on his product CD-ROMs.

Rather than view the file you might try RIGHT clicking the Internet link and choose Save File to Disk ...

You could also loop your display through a VCR or screen caputure device and make a copy that way.

Maybe someone who knows the format better can help you.

Best Wishes,
Rªnce