First, determine what do you want it to play? AVI files? WMA files? WMV files? MP3 files? Figure out what format your content is in. Then accordingly:
Simply open up an explorer window (a standard file browser window within Windows), and find the "tools" section in menu. Click it and go to "Folder Options"- it should be the last choice:
Then the folder options dialog will pop up. Go to the "File Types" tab.
Then you will see a section which has every single file type in Windows, sorted alphabetically by the extension. For example, "MP3" would be somewhere in the middle, because M is in the middle of the alphabet and list of extensions in Windows:
Then click the "Change" button a little below the list. A little box will pop up, allowing you to change what program opens up this extension. The checkbox will make sure that the program that you select will always open up that file (in this case, mp3):
Do that to whatever extensions you want to open up with WMP.
Good luck, Bruinator, and if you have any more questions, feel free to ask.