I understood the first, third, and fifth sentence on the first listen, except that just like jcranmer I misheard "sunny." Listened to the two remaining sentences several times, and finally decided that the second one had to be "the animal jumped in the cage of the zoo", which wasn't too far off and funnily enough persisted even after I had heard the real sample. I misunderstood the fourth completely: "<unintelligible> stayed until lunch time", but heard it clearly after listening to the correct version.
English is my second language though, I wonder if that makes any difference? For example I'd guess that compared to a native speaker, I'd have to pay more attention to the stream of sounds to determine where each word ends and the next begins. Perhaps just by expecting to hear an English sentence I automatically increased my level of attention?
I'm going to ask someone to create a few sentences in my native language to see if there's any difference, although the fact that I've now been exposed to the concept of sine-wave speech has probably in itself altered my perception of future examples.