Shortcut to an audio/video file (typically a .ASF file); references a URL, which points to the location of the actual media file; can be used to create audio or video playlists.
Program(s) that open asx files
Mac: Microsoft Windows Media Player Windows: Microsoft Windows Media Player; Roxio Creator
Information from FileInfo.com - The File Extensions Resource.
http://www.fileinfo.com/extension/asx
