vlc and windows media player - playing the video file in VLC the file comes up saying use windows media player

[help me !!]

i do use vlc all the time. i no theres no viruses on them it just pissing me off cause most of the films i download these days come up saying use wmp.
the web site i use most of the time is Torrent Reactor - The most active torrents on the web do you think it would be a gd idea to try a new site out if so any one you would recommend.