mms on pnm => these are protocols? or headache

while trying to download a .asx music file from microsoft.com; it always opened in the media player. i donloaded the 100 byte .asx file from thewebsite and opened in notepad. it pointed to the location simething that started with mms://www.xxxxxxxxx.com/xx.wma whats this mms and why can't IE or DAP download it. Windows Media Player can open it otherwise. Why>?

It's called an URI handler. There are several 'known' handlers like http://, ftp://, telnet://. You can even make up your own.

The reason IE or DAP cannot open it is probably because the handler isn't registered for IE/DAP.

So How can we register these mms:// ir pnm:// sites?

So How can we register these mms:// or pnm:// sites?

It's probably already registered. That's why it's opening WMP. It's supposed to open WMP.
Same goes for telnet:// if you type that in the addressbar of IE it'll open a telnet session.

Have a look at HKEY_CLASSES_ROOT\MMS.

I'm guessing it's a streaming something so IE cannot download the file (it'll never end).
But you could try to just changing the mms: to http: and see what you get.