Oh right, I've figured out your problem!
You downloaded straight from the review page...it's a 45 MB size file or so...
You want the version from the ISO cellar...it's 200 or so MB and has all the cinematics...except it's lacking the intro video...that's the version I played.
Like I said, if you pull the intro from the 45MB version you can have it all.
get JDownloader and then use that to download it from the following link:
http://www.4shared.com/dir/1lV-WPNB/BAM.html
Someone ought to make a note right at the top of the review:
"This version lacks cinematics to reduce file size. For the total package, go to the ISO cellar."