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Short answer: no. Another application would be required to transcode the RM file into something that Premiere accepts; the list linked above will give you a number of options.
I don't know... what does it say in the manual about real media?
CS5 User Guides - online and PDF
My guess is that you have a browser or security issue. The links opened fine for me in IE 7 and Google Chrome.
I have not tried DigitalMedia Converter 2.7 (my favored conversion program) for RealMedia material, but it should work. I actually have not seen any RM material in years, and have not had RealMedia Player installed for about a decade. I found that player to be little more than a Trojan, IMO.