The site is a bit stupidly set up, it refuses my fully working Konqueror browser saying it doesn't support frames, it doesn't support flash etc. etc. etc.
Anyway, the direct link to the flash (or at least the one it starts with -- there may be more for all I know but haven't checked yet) is http://www.theinternetwalk.com/main-main.swf and you can just e.g. wget it and run it locally.