BleepingComputer.com: Converting Dat File

I have saved a DAT file to my temporary internet files folder, but I can't seem to be able to convert it to an AVI file to view it. I have tried various converters without success. This is the url of the video clip which is saved onto my computer as a DAT file -

http://edition.cnn.com/video/#/video/showb...lisle.voila.cnn

Can anyone give me any advice in how I can download this file onto my computer and then view it from there?

Calum.