Well the easiest way would be to download the free VLC player with built-in codecs which can play almost all files without any problem. When you install it, it will become automatically your default player:
http://www.videolan.org/vlc/
If you have already another player, then right click a music file and choose "Open with....". Then "Choose a program". Take your favorite media program and tick in the lower left corner the square saying" Always use the selected program to open this files type"