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Export the Existing Music

If you really like the music in NFSHP2, you may have discovered by now that you can't play them or burn them while they're in the existing (EA modified) .asf format. No matter which utility or standard conversion software you use, it won't recognize the format because it's a proprietary EA Games format. Luckily there is a free utility which can play and convert these files, and it's called Game Audio Player. Once you've downloaded and installed this utility, you can listen to (and convert to .wav) a variety of game music, not just NFSHP2. Make sure you also download the plugins for this utility.
http://www.tweaktown.com/guides/408/7/need_for_spee d_hot_pursuit_2_tweaking_guide/index.html