Media Player Classic should play the SWF (Shockwave file) without any problems.  You can download Media Player Classic as well as the SWF video file individually, or in a zipped folder together.  If you download the zipped folder, just right click on the file and choose "Extract All", or whatever.  To play the file, run Media Player Classic, click on "File", then "Open File", and browse to the Johnny Bagger video.

Alternatively, you could right-click the Johnny Bagger video file, choose "Properties", then choose "Opens With", then browse to the Media Player Classic file.  If you do that, the video will automatically play in Media Player Classic, as long as you don't change the location of the Media Player Classic executable.

Cheers :-)