I've downloaded WMV files from an MMS server with SDP Downloader. They are seekable on Windows Media Player, but when I try to play them on my LG television (with its built-in streamer), seeking doesn't work.
The files can be fixed with the freeware asfbin utility.
For a single file, you can use asfbinwin (the GUI version of asfbin) with the default settings. The resulting output file will be seekable on the TV. (Starting the video will take much longer, but it will be seekable.)
For batch processing, you can use the asfbin command line utility, again with the default options.