Could it be, that the recording is not ended yet? ASF is kind of a streaming file, so if your recording still runs (or hangs in the background), that would be definitively a reason, why the file cannot be deleted.
Since this is not a Windows Home Server topic, but about a 3rd party application, I recommend to take a look into the documentation or the forums discussing this 3rd party application.
Best greetings from Germany
Olaf