I'm not sure why it does not play correctly for you but the file type is video/x-ms-asf. Maybe you need a plugin or something for x-ms-asf files? Not sure ... If I come across anything helpful, I'll let you know.
I tried playing this on my PC at work using IE 6.0 and found that to play the video in the web page you need to have an Add-On.
If you are using IE, go to Manage Add-ons ... under the Tools menu.
You may need to install VIDEO__X_MS_ASF Moniker Class from Microsoft if you don't see that in your list.
However, even when I disabled the VIDEO add-on above, I was still able to choose Trouble Viewing and the video was opened in Windows Media Player.
That's as much as I've been able to figure out.