Yeah but i agree, inatll Winamp.... It works the bst... Media Player is a hog with resources... so much more installed with it then you need....
I am using Winamp Version3, right now infact.. :-)
and have nevr had a problem with it on either XP or Win2000
As for the separate icons, each of your media files have different extenions... .MP3, and .WMV will be the main two.
you probably have a few other in there maybe... MPG, AVI, MOV, RM those have different programs that open them, but you can set windows media player to open all of tose also, EXCEPT the RM, and the MOV.
Just a side note on those.
the easiest way to get all your mp3s to play on the same palyer is to install winamp
but the screen shot that preet2u posted is a pretty easy way to do it too...
but i lean towards winamp