DirectShow VB.net cannot change recording format

I am using live show to try to capture a webcam stream into my vb.net program. Heres the running routine:

Private Sub CaptureVideo()
            Dim hr As Integer = 0
            Dim sourceFilter As IBaseFilter = Nothing
            Try
                GetInterfaces()

                hr = Me.CaptureGraphBuilder.SetFiltergraph(Me.GraphBuilder)
                Debug.WriteLine("Attach the filter graph to the capture graph : " & DsError.GetErrorText(hr))
                DsError.ThrowExceptionForHR(hr)

                sourceFilter = FindCaptureDevice()

                hr = Me.GraphBuilder.AddFilter(sourceFilter, "Video Capture")
                Debug.WriteLine("Add capture filter to our graph : " & DsError.GetErrorText(hr))
                DsError.ThrowExceptionForHR(hr)



                hr = Me.CaptureGraphBuilder.RenderStream(PinCategory.Preview, MediaType.Video, sourceFilter, Nothing, Nothing)
                Debug.WriteLine("Render the preview pin on the video capture filter : " & DsError.GetErrorText(hr))
                DsError.ThrowExceptionForHR(hr)


                Dim pSink As DirectShowLib.IFileSinkFilter = Nothing
                Dim pMux As DirectShowLib.IBaseFilter = Nothing
                hr = Me.CaptureGraphBuilder.SetOutputFileName(DirectShowLib.MediaSubType.Avi, "c:\video\myvid1.avi", pMux, pSink)
                Debug.WriteLine("Set File : " & DirectShowLib.DsError.GetErrorText(hr))
                DirectShowLib.DsError.ThrowExceptionForHR(hr)


                hr = Me.CaptureGraphBuilder.RenderStream(DirectShowLib.PinCategory.Capture, DirectShowLib.MediaType.Video, sourceFilter, Nothing, pMux)
                Debug.WriteLine("Render the capture pin on the video capture filter : " & DirectShowLib.DsError.GetErrorText(hr))
                DirectShowLib.DsError.ThrowExceptionForHR(hr)

                Marshal.ReleaseComObject(sourceFilter)

                SetupVideoWindow()

                rot = New DsROTEntry(Me.GraphBuilder)

                hr = Me.MediaControl.Run()
                Debug.WriteLine("Start previewing video data : " & DsError.GetErrorText(hr))
                DsError.ThrowExceptionForHR(hr)

                Me.CurrentState = PlayState.Running
                Debug.WriteLine("The currentstate : " & Me.CurrentState.ToString)

            Catch ex As Exception
                MessageBox.Show("An unrecoverable error has occurred.With error : " & ex.ToString)
            End Try
        End Sub

However, when I change the line:

hr = Me.CaptureGraphBuilder.SetOutputFileName(DirectShowLib.MediaSubType.Avi, "c:\video\myvid1.avi", pMux, pSink)

to

hr = Me.CaptureGraphBuilder.SetOutputFileName(DirectShowLib.MediaSubType.Asf, "c:\video\myvid1.wmv", pMux, pSink)

I get a black screen and an error:

Basically I am trying to write to wmv instead of uncompressed AVI (something like DiVX / xvid would be fine too)

thank