If I were you I would pass on the ASX files. Any file that asks you to d/l Active-X isn't worth the risk. Active-X can put malware, adware,spyware ect. on your pc and its hard to get rid of.
For audio I use mp3s, for video I use mpg or avi. You have to be careful what you d/l, viruses are everywhere.
I don't d/l any other file type except the occasional document file(pdf).

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