Are you on Windows XP or Vista? It's pretty much the same fix, but what you need to do is change the default program for MP3 files. Do this by going to Control Panel and opening Folder Options.
Click on the File Types tab at the top and then scroll the Registered File Types box down until you get to MP3. Click on MP3 and it should come up with "Details for MP3 Extension" saying "Opens With: VLC Media Player". Click Change and then select Windows Media Player from the list (on my computer it's under VLC in the Recommended Programs category, if it isn't there you may have to browse for it, the program is located in "C:/Program Files/Windows Media Player/wmplayer.exe".