right click on the top bar of media play, select tools > options, click on file tpyes tab, select the file types you want it to play and click OK...
Or find one of the files that you want WMP to play, hold down the left shift and right click on the file, select open with > choose program, select WMP from the list and make sure there is a tick in the "always use" box at the bottom of the list.
Both ways effectively do the same thing, so which ever is easier for you.