I've used Irfan, and a few others. With most media players (WMP no exception) to make it the default player open the player, click tools>options>file type, and tick the types of file you want it to be the default player for. Blue Sky Thinker has it right when saying WMP will not play flv files, so it is pointless doing the above for that reason. Another more cumbersome way to do it is via "file types" in "folder options".
Deleting Irfan (uninstalling it) should not delete the files but will remove any playlist settings you mmight have set.