You can set WMP to monitor folders and it'll automatically add them to the library.

Open WMP, from the toolbar top left of page click on "File">" Add to Library">(click) "By Monitoring Folders". Then click "Add". Another box will open "Select a Folder", find your shared folder. The default location is C:/Documents and Settings/"your account name"/Shared. Hi-lite the folder then click "ok". Then click "ok" on the "Monitor Folders" box.

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