I've had this same trouble....
Sometimes it's a case of stolen file associations.....
Start/Run MPLAYER2.EXE, click on View, Options, Formats and recheck all the boxes and apply.
After doing this, right click on the file and click on Open With (your choice of programs....)
Occaisionally, that didn't work to me; if you have DSL simply go to Microsofts home and download WMA 10.
I am searching for a way to lock file associations to programs. The biggest offender seems to be MusicMatch, although I really like the program.
Winamp will also steal the associations to.
For Internet Radio, I prefer Winamp.
(By the way, try
http://www.radioparadise.com for some eclectic music to listen too....)
But for movies, I prever WMA 10......