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A zipped (.zip) file containing all of the data files as Minitab project (.mpj) files can be obtained here. You will need an unzipping program, such as pkunzip, to unzip the archive. The DOS-based pkunzip can be found in hundreds of locations on the web. A location that gives a self-extracting executable to create zipping and unzipping programs is here. Windows-based versions can be found by clicking here. Both of these programs are shareware. A free Windows zipping/unzipping programs can be found here.
If you don't have access to an unzipping program, or are using an older version of Minitab (release 11 or earlier) you can download individual files as Excel (.xls) worksheets. Click on the file you want, and you will have the opportunity to save it. After you have downloaded the .xls file, open up Minitab, and click on File --> Open Worksheet. Change the drop-down menu next to "Files of type" to say Excel (*.xls), and read the worksheet into Minitab. When you save your work later, Minitab (release 12 or later) will ask for the name of a project file under which the data and output will be saved. From then on, the data can be accessed through that project file.
Go here for access to individual Excel files.