You need to open the folder with your songs outside of LW. An easy way to do that is to go to the library page in LW, hi-lite the audio folder then click the explore button (below the library folders window).
Then right click on one of your files > then click on "Properties" > then where it says "opens with" click on "Change". A box will open, click on "Windows Media Player" then click OK. Then click apply then OK. That should change the files back to WMP.
See:
Setting default audio program (click on link)