I don't use WMP however, when installing the players I do use. I got the option to have them open various file types. So, if push comes to shove you could always reinstall WMP and set the file types then.
I just opened 'Real Player'
clicked on 'Tools' then...
Then 'Manually configure media types for Real Player'
Check it out, the wordings might not be exactly the same for WMP but it can't be that much different.