Asx

I've found a site with alot of free music, but I can't get at any of it directly because they are all hidden under asx files. I can get the url from the asx, but have no way of getting the file because there is not direct a link. How do I download these musics?

you don't. If the copyright holder wants the music to be available as streaming media only you should respect that.

Meh. mplayer (among others) can write sound data it reads to a file instead of playing it.

SDP.