You are welcome.
A little clarification: Asf is in the list for DirectShow playback, and by default the checkbox is checked (it makes no sense not to play it in DirectShow except when you choose to play videos in WMP engine). You can select filters for this type if you want to.
What is contained in the asf file (audio or video)? It is conceivable that the media maybe misclassified as audio when it is video, or vice versa. In rare cases it may even be classified as Data (if for some reason the DirectShow graph did not work during import). Try take a look in other media types to see if the file is imported with wrong type. If that is the case, you can manually change the type to its correct value.