FYI - this code works fine, but only in IE. The <embed> tag needs to be added so that it becomes cross-browser functional - even though I have worked on the Microsoft Campus in Redmond not everyone in the world uses IE, so in creating good web design you should make the pages as cross-browser compatible as possible.
Yes, I know the W3C does not validate the <embed> tag, but until we can get some kind of standard between the browsers this tag is needed so the player appears in gecko-based browsers.
At the very least, add an optional way for the viewer to access the files you have placed for viewing, or bluntly tell them they need to be using IE - though I gaurantee you that you will lose viewers that way
The only reason I mention this is that I use FireFox 1.0 for most of my development and when I checked out your example I saw nothing - until I revisited the page with IE.
And to create the .asx file you would need to type it in when you are naming the file to save (i.e., yourfilename.asx) then click save.
For those of you using Dreamweaver here is a concise example with all the code:
http://www.macromedia.com/support/dr...ediaplayer.htm
The example shows how to use Dreamweaver to place the code in your documents, but the code is valid to use in any editor.
just my two cents........