Search the word
asx on the forum using the search button above. This question has been asked & answered before.
BTW asx files found on the gnutella network are mostly rubbish. Personally I filter them out using the keyword filter.
Be wary of anything that asks for a license. Some wmv & asf files will ask you for a license. These are often diallers or marketing companies.
As far as LW asking for license, see
License requirement (click on link) as this is a system that is being phased in over time. But it's not totally operational at present. The idea is to check if it's a copyright file or not.