All those .mov files less than 30 MB in size are spam adverts from porn sites!
That's why you get a url link with the file. The only way to watch them without the url & security warning is with
VLC - (click on link) _ (choose nearest mirror site).
Probably what you need to see is
Movie download issues
To get rid of most spamical porn see
Direct instructions to eliminate porn from results
ASX files are also mostly spam. I'd beware of them personally. I filter them out with the keyword filter by adding .asx
How to use the Keyword Filter
But if you're really determined to watch them, then use the search button above & type in
asx & you'll find a link to several players with the ability.