They are all valid file extensions for Windows Media files. The .asf file name extension is used when the content of the file is formatted as Advanced Systems Format (ASF) and is compressed using any codec. If the content was compressed using the Windows Media Audio codec, the .wma file name extension is used. If the content was compressed using the Windows Media Video codec, the .wmv file name extension is used. Some programs may require a file to have an .asf file name extension in order to accept the content. If so, you can simply rename any .wma or .wmv file to use an .asf file name extension and then use them with the program.