(A)sexual the documentary is now out on iTunes.
http://itunes.apple.com/us/movie/a-sexual/id533681543 There may be other options soon for those who don't use iTunes or whatever. I believe a DVD is also planned but I don't know when that's happening.
Check it out if you want an intelligent, sensitive documentary on the subject! (And there's a cool asexual chick named swankivy in it, if you need more motivation to watch!)