How to change default program in OSX (click on blue link). In your case choose QuickTime. I would recommend getting Flip4Mac which works as either or both a QT plug-in & also has its own player for WM files. With Flip4Mac you'd make QT your default player. That download page gives you a trial version. I think the trial only refers to exporting, not for playing.

There's also other QT plug-ins you may wish to get such as Perian, MediaPipe, 3ivx, XviD. We normally recommend having both MPlayer & VLC as back up players.
Perian gives lots of various support for QT including playing WMV, DivX, etc.