@Chumly,
1) For you to see it at all, you have downloaded it to your hard drive (in your browser cache) so I guess what you are trying to do is save it and for that you just need to find the url of the object, it is actually displayed there on an iframe so it's not easy for the average person (non web geek) to get. So here is the url to the embedded object:
http://new.wvic.com/Generator.class
You should be able to click on that and save it.
2) This isn't a flash animation, it's a Java program. For Java program you likely have a Java engine that can already run them. For flash, you probably have a browser extension installed and can open them with a browser.
As to downloading them, you don't actually need any special software to do so (your browser already does that as well), you just need to discover the urls. You can do this by viewing the html source code. Of course, sometimes this can be tedious so you can do it a lot faster by searching the code for what you are looking for (e.g. ".swf"). Sometimes it's not easy, as was the case in this page, which was using an iframe to another page that actually embedded the Java applet. So for example, what I did was open source, Ctrl+F to find a sentence right above it. Then I noticed it's not embedded on the actual page I am looking at, and is using an inline frame. So I copy the iframe url (it was relative, so I paste it to the directory the page had been in) and load that in my browser, and view the source, where I could find the url to the applet.
Another way that might be easier, is to clear your cache, then visit the page and then look at your cache folder, making it easier to find in your own cache.