Does anyone know where I can download the movie with squal and seipher dualing at the start

Well i've been helpfully guided by Tekno and Dan, to use places like Morpheis or Kazaalite

I know that if you have the pc version of FF7 you can watch the movies in the windows player but I dont know if this is the same for FF8.

http://www.qhimm.com has a tool that will let you extract the movies from the game and watch them.