Hi Shiftedx,

1. Navigate to /System/Library/CoreServices and control-click on Setup Assistant -> Show Package Contents.
2. Navigate to Contents -> Resources. Control-click on TransitionSection.bundle and click Show Package Contents.
3. Navigate to Contents -> Resources.
4. Intro.mov and intro-sound.mp3 can be found inside of the folder, they are seperated, though. :-)

Screenshot: Here

You can also watch it in HQ & with merged sound and video at ArsTechnica.