All the animation goes to a file called .ACTION you should be able to use each one in Blender. I'm not sure I don't use it for modeling.
I will run through it again..
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First go the the URL you wish to extract.
Then click on the folder with globe.
A menu will pop up.
Label it to an output folder.
Click OK
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Open Blender 2.49b
Execute script. (If fails, make sure Python26 is in your C: folder)
Navigate to the zenhax.com.htm file.
Click and import.
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OTHER OPTIONS FOR ANIMATIONS
1 Sketchfab Viewer (Always NO)
2 Import vertices (Always YES)
3 Indices Error (NO, YES if Fails on import)
4 .... wait...
5 Send action to folder (YES)
6 Static pose (YES)
If you do not see zenhax.com.htm then your Cache did not find it correctly. I have yet to come across one that didn't.
*Make sure you have deleted all contents to your Cache folder before using the Cache Viewer or you will save previous file pages*