Just in case Nintendo/Konami/Capcom's lawyers aren't down with this and it gets erased faster than those hitler youtube's:
1. Go here:
http://assets0.playedonline.com/syst...-crossover.swf
2. In your browser, File-> Save Page As
3. It'll will give you the option of saving the entire flash file to your pc/storage device. It'll be saved as a .SWF file.
4. Whenever you want to play it, click the file and open with whatever flash enabled browser you use.