This article is from the Anime FAQ, by Steve Pearl with numerous contributions by others.
A. The live-action Gunhed movie is about ninety minutes of B-movie science fiction mind candy. The interesting aspect of it is that the dialogue is in both Japanese and English (The English has Japanese subtitles). Believe it or not, it is available on LD. Try any place that deals in anime LD's, but especially those in the Resource Guide.
The video you saw is by the Vancouver industrial group Front Line Assembly who purchased the rights, for about $10,000, to use the movie footage in their video, "Mindphaser," which is available on their Tactical Neural Implant album. In return, the Japanese are free to use the "Mindphaser" video to demonstrate Surround sound tv's in their video showrooms. The agent responsible for this video arrangement is best known for his work with Nettwerk videos, so it is not beyond the realm of possibility to see another joint agreement with another Nettwerk band. Unfortunately, FLA has not yet released "Mindphaser" to the home video market.
Other related material includes a three volume comic by Viz and follow-up graphic novel as well as a PC Engine/TurboGrafx 16 game just called Gunhed. In North America, the TG 16 title is Blazing Lazers. (The game appears to be unrelated to the manga series though)