The .prs file should be universal - it will only work with ArtRage, but it should work with both Windows/Mac OSX. Your OS might be a little confused about the file type though, so go to ArtRage to try opening it.
If that doesn't help, what are you seeing?
That's strange. Can you make sure you're trying on a new document (so no sneaky layer/tool/selection settings)?
It worked for me when I tried downloading it, so something weird is going on at your end