for the media file you want to play, HOLD the shift key down
-while- right clicking the file. A menu will pop up. Select "Open file with..." and a dialogue box will come up. In this dialogue box is a check box that says something like "always open with this program", CHECK that box, and pick the player you want to use for that file. You have to repeat this process for each type of file (.wmv, .mpg, .avi, etc etc) but this way you can have different kinds of files open in different players, according to your preference.