Trying to open an assembly from a customer.

I dowloaded an assembly from a customer and can't open it. Well I can open it, but then SolidWorks wants all the reference models. It has about 7 parts making up the whole assembly. Is there a way o open the file without having to reference the models? This file is about 12MB in size, so I was thinking everything was there. You can see the assembly in the preview window, I just can't open it so I can get a closer look at it. I tried to open as lightweight but that didn't work. 

SolidworksAssemblies