Creating Streaming Media Downloads If you would like to create streaming media for a Windows Media server, you will need: Windows Media Player 9 Series [DOWNLOAD] Windows Media Encoder 9 Series [DOWNLOAD] ASX Maker An ASX file is a "pointer." The file itself is a short bit of HTML that tells the server to find a file to download and in this case stream. This small program will create HTML. All you have to do is copy the code into a Text Editor like notepad and save the file as a ASX file (*.asx). Name of file: Filepath: The ASX Code: