I don't know but it sounds like a song file that has some type of copy rights protection such as those originally purchased thru an online music store. I might be wrong. Go to WMP's Tools>Options & check to see its settings for copyright management & also whether it's set to play audio files or not.

If it happens to "all" music files. Then perhaps you don't have a default audio program to open files. Many people use WMP, but there's many better ones out there. winamp, iTunes, etc.