Just right click on the links, and choose "Save Target As".
You will need Adobe Acrobat Reader to view these files:
Using
Adobe's free software, you can view, save, and print out these PDF
files on your computer. Click the Adobe graphic to get Adobe Acrobat
Reader.
Once you have Adobe Acrobat Reader, just right click on the links,
select "Save Target As", save the file to your harddrive
and you can open the tutorial from your computer and play to your
heart's content.