Microsoft thought it'd be extremely fun to allow active content in videos.
Allowing you to automatically be taken to web sites and do all sorts of
'fun' things.
Needless to say, it's been rather abused. If you took a look at the file
with a hex editor, you'd probably see that URL in the file.
I don't know how 'active' they can be, but I wouldn't be the least bit
surprised if there were more than a few security risks involved in this.
Nothing Microsoft does is ever actually safe.
Somewhere on the web, I've seen some registry hacks to disable that kind of
stuff. But I never bookmarked it.
If you absolutely need to get the video, you could use some sort of video
editing tool to extract the audio and the video from the asf container, and
then remerge them into a new one. This should be possible without any
re-encoding, so there wouldn't be any quality loss.
