I had problems getting the asx streams from canofun. If you are having similar problems, here's what I found.
For me personally, I had some kind of conflict with Microsoft's .Net framework which somehow stopped WMP 10 from getting streams. It works fine without .Net installed. And it works fine with the very old WMP that everyone has.
Well, I need .Net for some of my programs to work so I just use the old windows media player. You can access it from start - run - type "mplayer2". Or just browse to the Windows Media Player folder in Program Files and click on mplayer2.exe.
If you want to simplify the above and you are a firefox user, install the media player connectivity extension
https://addons.mozilla.org/extensions/moreinfo.php?id=446&application=firefox">here Then just configure it to open mplayer2.exe for all windows media content. It's in the same program folder.
Enjoy!