Set Windows Media Player 11 as Your Default Digital Media Player

1. Open Control Panel.
2. Under Pick a category, click Add or Remove Programs.
3. In the Add or Remove Programs window, click Add or Remove Programs.
4. In the Add or Remove Programs dialog box, click Set Program Access and Defaults.
5. In the Choose a configuration box, double-click Custom.
6. In the Choose a default media player area, click Windows Media Player, and then click OK.

Information collected from:

http://www.microsoft.com/windows/windowsmedia/knowledgecenter/howto/mp11/defaultplayer.aspx