Er, what you say is quite true, but I think that applies only to Windows players doesn't it?
Perhaps cheeki wants to use a third-party player e.g. RealPlayer for some file-type(s), and maybe something else for other file-type(s). That'll have to be done differently. It's easy to do but I wouldn't want to answer the query without more info, otherwise we could perhaps confuse the issue.
Good oh! In that case, I suggest you find a file you want to play (any typical one will do), and right-click over the file icon.
From the menu that will pop up, select 'Open With' (4th one down) and, from the sub-menu, then select 'Choose Program'.
This opens a menu of all the player progs you've installed, including (hopefully!) I Tunes.
Click on that to select it, then (most important) tick the 'Always use the selected program to open [i.e. play] this kind of file' box.
Finally, click on OK and, from now on, all files with the same or similar filetypes should automatically play in I TUNES. If some other filetype(s) don't do that automatically, simply repeat the process using any one of them as an example. HTH.