|: The direct url for the clip is http://wms1.jay.net/123hjemmeside/uservideo/3/3/a/vid--2616981-b5d8b6f1-d60a-4ba1-8da3-0e1e14ce7373.mpg.wmv Do a right click and Save Target As (or whatever the equivalent is on your Linux) to save to your hard drive. Try VideoLan to play it.
It plays just fine from this URL with Xine. Its only a pity that it can't be as simple as with the Flash Player.
Recently I was offered a personalized video streaming service for Sk8Mag.de (the Sk8Mag.de logo would always show in the videos). I had to turn down this offer because it wasn't sufficiently platform neutral since it used QuickTime as streaming format.