You'll need to change your default player. Open your saved folder outside of LW (in LW library click on saved files then click explore...folder opens).
Right click on a video file > open with > choose program. Select your player then tick the box to always use that pgm to open files of this type > ok.

You might also have to change the files that WMP associates with. Within WMP tools > options > file types. Untick the file types that you don't want WMP to play > apply > ok.

If you have trouble with RP, you could always try VLC. It's free & has codecs installed, plays most things. Choose the nearest mirror for download
http://www.videolan.org/vlc/

Only thing is, it won't launch or preview from the LW library. You'd have to launch from your saved folder (as I described before) & preview from the incomplete folder...same deal but click on incomplete files then explore to open.