I'm not quite sure what you are saying (and my not being familiar with Sony Walkman software doesn't help)
I am wondering if the files are being saved with a different designated default player, in which case you need to right click on any of your files (that you want to play in "media player") > open with > select "media player" > then select smething like "use this application to open all files like this".
I hope I have understood the question and this helps
