Windows Media Player

right click the media file and go to properties. Then see the tab that says open with default application? Click on that and choose your application and it will change all those file types to windows media player.

However, WMP kind of sucks IMO and you should check out a better one like this:

www.videolan.org
 
Yeah, try out VLC media player or Winamp to play your videos, they don't hog as much resources as WMP does when playing a video.
 
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