I don't really watch much streamed video but I tried the NASA TV link you 
provided and had no problems running it. While my combination of using 
kmplayer and konqeror might be a bit more exotic it played the asx fine with 
the mplayer backend as well as the xine backend. 
The most important question most often is whether you have all necessary 
codecs installed and the difficulty in installing them varies very much by 
I'd basically agree with Clint's list of evils but would insert MPEG4 (incl. 
H.264 in recent distro releases) above QuickTime and below it Ogg Theora.

I also wanted to mention Miro (formerly known as Democracy): Not only has it a 
large array of video feeds in an integrated guide but can handle most 
anything that has enclosures in an RSS feed. A nice trick is the monitoring 
of folders so I can just dump unwatched files in a directory and Miro sees 
that I haven't watched them yet and queues them accordingly. Another cool 
feature is searching of video sites so you can fetch all sorts of stuff from 
Youtube and such without having to keep a browser window open and can watch 
all the stuff without a net connection.

I know that sounded quite like advertising but I really like their application 
and don't really care for the linearity (without fast forward etc) of 

Helix/Real Player was close to unusable for met but I haven't tried their 
products in a while.