Uh, aside from, either opening WMP and choosing "Open File" and then browsing to the file you want to open, or right-clicking the file you want and choosing open with, I don't exactly know how to make a particular application the default app and stuff (at least on PC)

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iMac G4 OSX 10.3.9
RAM 256MB
LW 4.10.5 Basic
ADSL anything from 3 to 8Mbps/around 1024kbps

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