what's the ASF Files and if I have one, what's its extension?

Answer 1

Here is a link to Wikiepedia that tells you a bit about .ASF files. Basically, they are what Microsoft uses to handle the DRM (digital rights management) of the files that stream through media player (video and audio).

The file extension is .ASF, but I am not sure what you want to do with it. You may have a file with that extension if you have downloaded music/video that has a DRM component; I don't think it would be on your computer otherwise.