Converting an asx file (streaming video) to wmv
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1) download VLC Player (http://vlc-media-player.en.softonic.com/) - it's freeware under the GNU license. Note that these instructions are for version 0.8.6c (October 2007)

2) find the asx file that you want to convert, and download it (right click on it and select "Save Link As..." in Firefox; other browsers will differ)

3) open the asx file with Notepad or any other plain text editor - in it, you'll find an address for the actual wmv video, usually starting with "mss:" and ending with ".wmv"

4) open VLC Player, File menu, Open Network Stream

5) click the radio button in front of "HTTP/HTTPS/FTP/MSS" - put the full address for the wmv file (mss: --------- .wmv) in that box. In some cases there might be a double slash where one shouldn't be - eliminate the second slash; the only place you should have the double slash is "mss://" In other cases, there may be a space between words or letters - in that case, replace the space with %20, such as "video clip" --> "video%20clip"

6) down at the bottom of this window, check the "Stream/Save" box.

7) click the "Settings" button that just lit up

8) on this next screen, check "File", and type in a filename, such as "c:/video.wmv" - whatever you want to call it; you can rename it later

9) midway down this screen, find the line labelled "Encapsulation Method", and click the button for "RAW"

10) back up at the top, to the far right of the "File" line, check the "Dump raw input" box

11) click "OK", click "OK" - the file will begin downloading to your hard drive

12) once it's done, put the file wherever you want and rename it whatever you want.

The output (saved wmv file) will be playable through VLC Player, Divx Player (http://www.divx.com/) or Windows Media Player (version 10 on up)

Note that if you're doing more than one asx conversion per session, you only need to change the name of the wmv file you're converting, and the name of the wmv file you're saving it as - all other settings will remain as they are.