http://access.scej-online.jp/counter/gt4/060907_gt4ol_loeb_live.wvx It's a video of Sebastian Loeb x Kazunori Yamauchi on GT4 at the Polyphony Digital office.
It's an ASX file, which is basically a redirect to a streaming WMV file. Luckily for you, they were lazy and just linked to a regular WMV. http://access.scej-online.jp/counter.cgi/gt4/060907_gt4ol_loeb_live.wmv You should be able to right click and "Save Target As...". Watch out, it's 90 MB.
if you want to get those files, when you are getting a redirect file. Then try to open the redirect file, in a normal text file viewer. Like notepad for an example, since there many times you can see the real filelink, in clear text. I remember a person, who did that alot with the real media redirect files.