MSPX is a proprietory format of a custom ISAPI for ASPX used by Microsoft for processing XML based pages. I doubt you will find much information on this but I have heard that Microsoft uses this custom format to better map changes to the pages. I guess its for some kind of an internal SVN used by Microsoft.
Actually, you can use any extension for your web pages. For example, you can have your entire website with a ".aleem" extension powered by the ASP.NET engine in the background. In *nix environment, you can just edit the ".htaccess" file and associate a custom extension with php for example and in case of IIS, you can add a custom extension header and point the handler to the same ISAPI engine used by normal ASP.NET pages.