This is a function of File Association within Windows (assuming you are using windows) most file types in windows are registered to be opened by one or more programs.... no doubt when you installed Real Player it registered itself as the MP3 application -

I am using Windows 2000 and to change the association I use Windows explorer.... locate a MP3 file, right click, select properties and then, next to the "Open With" is a button marked "change" then I select the application I want to open my MP3... once done and Applied all of my MP3s open using the new application. The method of changing file associations is probably different between flavors of Windows but the concept is the same.