I was trying to play a .asf file although when I move my mouse over the file on the bottom it shows that it has a .asx extension and when I click it and the dialog box comes up asking if I want to ...

I just DL'd a lengthly .asf file and I cannot seek through it presumable b/c it is meant to be streamed. Is there a way to seek through it and if there is not, what is the best way to go about ...