Is there a way to find the video link from an .asx file?

.asx’s or some wma’s are not the actual video itself. you open an asx, and windows opens, finds the video on some location on the internet (usually a “mms://” instead of “http://”) and then you see the video.

is there a way i can download the video directing? an .asx just has the location of a avi or mpg video, but doesnt tell you what its location is on the net. how do i download the video itself ?