[any ANONYMOUS forum user]

WM Recorder (http://all-streaming-media.com/record-video-stream/WMRecorder-One-click-online-audio-video-stream-recorder.htm) allows you to split Windows Media .ASF, .WMV, .WMA files (you can split other files with WM Converter (http://all-streaming-media.com/convert-audio-video-files/WM-Converter-audio-video-file-conversion-within-WM-Recorder.htm))

How to split Windows Media .ASF, .WMV, .WMA files with WM Recorder:

Open WM Recorder and record a Windows Media stream
After recording hit the "View" button.
Select "Menu" -> "Saved recordings" -> "Windows Media"
Right click on the Windows Media file that you want to be splitted.
Select "Convert/split/merge files" -> "Split files (.ASF, .WMV, .WMA)"
Enter start and end times.
Enter the filename for the resulting file.
Hit the "OK" button.