That’s odd, I have the same original file and I didn’t have any problem opening it ZBrush 4. The file is 71 MB, so uploading it here is out of the question. I’ve tried uploading large files to a few different file shares but it is virtually impossible, unless you pay for their premium service.
Maybe try deleting the UV’s and see if that does anything.
edit: I should add, if you do get it to work, that the morph shapes that nick put into the mouth and arms don’t work in ZBrush 4. They just explode the mesh when you try to adjust them. I think it has something to do with the new 3D layer system in ZBrush 4.
edit again: OK, just to check, I downloaded the file again from Nick’s blog. It loaded no problem, but I noticed it loaded with the bronze material when I had the default red wax selected. I believe it has one of the antique bronze materials baked into it. So if you don’t have that material in your materials folder, that might be the problem. I have uploaded the 2 Antique Bronze Materials if you want to try it (put them in ZStartup\Materials folder)… It’s possible that you have to open it with the correct matrial first before you can change it, because I was able to open it with the bronze material and then I was able to change the material using the method that I outlined above in Post#4.