Open WMP, click on the little arrow next to 'minimise'. From the dropdown menu click tools > options. click the File Types tab. Tick all of the file types that you want WMP to open > apply > ok.

If that doesn't work, open LW's saved folder by highlighting a file & clicking Explore. Once you're inside the saved folder, right click on a file > open with > choose program. Choose the player that you want to use from the list & tick the box to always use the selected program to open files of this type > ok.
Same thing for your mp4s...choose QuickTime from the list of players