Divx is simply a codec which players use, so it doesn't make sense to compare them in terms of "divx vs media player 9"
Some vidoes are created using the divx codec (there are different variations) and to play these videos, this codec is required, so the quality won't increase when using Media Player, but WMP will just let you play the video. The quality changes when different codes are used, becuase each of these has different compression levels. (Divx, XviD, etc)