ASX files contain nothing other than a few lines of code mate, they're just a playlist... ala
<ASX version = "3.0">
<TITLE>Media Title</TITLE>
<AUTHOR>Me</AUTHOR>
<COPYRIGHT>Copyright notice</COPYRIGHT>
<ENTRY>
<REF HREF="01 - Waltz For Koop.mp3" />
<TITLE>01 - Waltz For Koop</TITLE>
</ENTRY>
<ENTRY>
<REF HREF="02 - Tonight.mp3" />
<TITLE>02 - Tonight</TITLE>
</ENTRY>
</ENTRY>
</ASX>
I think there are stream recorders that can capture the bit defined in the "ref href" lines or depending on the filetypes you can fanny around and grab them yourself manually. Where are you trying to grab from?