See Setting Default video app & apply the same techniques. Someone had such an issue with winamp & their only answer was to re-install winamp. It may have something to do with the registry keys. Either that or you accidentally allowed iTunes to become default player without realising it. Some apps will ask you when you open them whether you want them to be default if they're not ... some are a bit demanding uh lol!

Oh ... don't get confused with the playlist files will you ... eg: m3u files.