The "official" player for ASF files on Mac OS X is the Microsoft Windows Media Player, available at
http://www.microsoft.com/mac/product...er_default.asp . Don't waste your time, it doesn't work. I don't even know why this piece of junk was ever published. Even in the rare case that it opens a file, playback is jerky and choppy and generally terrible.
Instead, download vlc (VideoLan Client) from
http://www.videolan.org/vlc/ . It won't open all ASF files in existence, but it does the best job of anything out there. It's being actively developed, it's improving, and it will also play video compressed with codecs that QuickTime does not recognize or has trouble with.
Mark