Have you tried control panel>folders options>file types and scroll down to the file type(s) you are having probs and check which program is associated with the file type(s). You can change this to media player if it isn't already
Once you have saved and opened the attachment, right-click it and choose 'save as' WMP or browse to another prog. in the list and tick the box that says 'always save this type of prog. to this etc' and next time they should open in that prog.