I actually have no clue now that I think of it. You probably have to insert the Windows DVD in there. If it was XP, it's easy to reinstall it because there are links all over the Internet for Media Player 11. For Vista, it's different. There are no known WMP.exe available unless it's off of your Vista disc.
For XP, you can actually remove Windows Media Player by going into COntorl Panel/Add-Remove Programs and then off to the left, click on the Add/Remove Windows Components. Media Player is right in there and can be automatically uninstalled. In Vista, I can't even find it. Too different