Open the program menu in the bottom left hand corner and click on "Default Programs"
When that window opens click on the link that says: "Associate a file type or protocol with a program"
When the next window opens go down the list till you find the file type .mp3
Click on that file type and then click on the button that says "Change Program"
When the next window opens look for Windows Media player and click on that icon. And then click OK.
From then on all mp3 files should open in Windows media player like you want.