A question on asf type files!!!!!

[WhatWhat]

I am just about finished downloading an asf type video file and I would like to know if the video clip will have fast forward or rewind???. I am asking this because while downloading the clip (from kazaa) I couldnt move to the middle or wherever on the movie, it was just playing and I couldnt fast forward. Why is this????? will it be the same once I have downloaded it completely?????