playing this particular asx

[avlan]

I have an .asx file that I would VLC to play(and record) the videos of.

This .asx file works with MS Windows Media Player but, not quite, with VLC.
The trouble is that there are actually two videos attached to this file at the server.
MS Windows Media Player plays both videos in order.
VLC plays(and records) only the first video and stops.

The .asx file is as follows:

<ASX version = "3.0">

<title>Computer Science & Engineering</title>
<Entry><Ref href = "mms://media-wm.cac.washington.edu/ifs_preroll/uw_cse_aprox_250k.asf" />
<title>Aproximation Algorithms</title>
<author>UWTV</author>
<copyright>© 1999 University of Washington</copyright>
</Entry>
</ASX>

[Lotesdelere]

Usually because that kind of streams are using a proprietary Windows Media script that VLC can't deal with.