Aside from an esthetic point of view (maybe you hate soooo damn much the WMP icon that you don't wanna see it anymore ), I don't see where the problem is. Normally, if you have enabled the LW player and try to play something via LW, then it will play via LW.
Normally, that is...

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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

"Raise your can of Beer on high
And seal your fate forever
Our best years have passed us by
The Golden Age Of Leather"
-Blue Öyster Cult-