Are you trying to open up an .asx file stream, and a dialogue box pops up asking you to save the file to your computer? It’ll say that it can’t open in the default program and the file may be corrupted or that it has an incorrect file type.

This should be resolved by setting Windows Media as your default program for the files it is associated with.

In Windows 7, you can access your default programs by going to Control Panel, Programs, Default Programs, Set your default programs, Windows Media Player, and Set this program as default.

It can be located on many different systems by going to the Start menu, then something along the lines of Default Programs or Set Program Access and Defaults.

Good luck on resolving the problem and be sure to leave any questions or comments for further assistance.