When a streaming audio/video links to .asf or .asx files (Windows media), chances are you won’t be prompted to download the plugin if you’re a Firefox or Google Chrome user. To be able to play these streaming media files, you’ll either need to use Internet Explorer as your browser or install the Windows Media Player plugin for your browser.
You may download the plugin from the Interoperability Bridges and Labs Center website. Download and run the installer and start your browser. This plugin works on Firefox (even up to FF5 Beta) and Google Chrome.