I'm not the one to answer this since WMP is not my fortay. But I've heard right-clicking & open with will do the trick. If wmp is your default, then launch them & it should do the trick. Otherwise see these 1.
Using windows media player, & also 2.
Setting default audio program
I know this question has been answered on the forum a few times or more so search wmp, etc. to find the answer.