Fook
Well, I have ME running on another PC downstairs, I really dont want to be going to have a look on that pc but this should roughly help (I hope)
Start>Settings>Control Panel>Tools>Folder Options>File Types
Here you can change what programs are used to open different media.
E.G: Scroll down to MPG (Mpeg movie file) It will say what it currently opens with, click "Change" From here you can choose what to change it to, either find Windows media player (or your preferd player) in the list or browse to its installation location, Click "OK" job done.