I would forget about trying to convert asf to mpeg, to then created a dvd. ASF is s streaming format created by Micrososft (I believe) and the quality/resolution is designed for web use. Once you get to the point your DVD player plays the dvd I may not even be watchable.
kev1315 is right, however you still can capture it. try using asf to matroska recorder. matroska is a container like avi, don't worry about it. http://sourceforge.net/projects/guliverkli