To: grand
Basically, an ASF file can be either actual video or container file. The latter specifies the structure of video stream, but does not contain any video data. Conversion can be performed only in case ASF files are actual video files. However, if they are not you will get file format error when trying to add them to the program.
You can check up the file type simply by viewing its size (in case it is small, most likely, it is container file).
Also specifying the origin of these files might be useful.
Best regards