do this:
1) open "My computer"
2) Click on Tools - Folder Options - and on the View tab, make sure you're showing hidden files and folders
3) go to C:\windows\inf and open the file "sysoc.inf" with notepad
4) find the line that says "MultiM=ocgen.dll,OcEntry,multimed.inf,HIDE,7"
5) delete "HIDE" so it looks like this: "MultiM=ocgen.dll,OcEntry,multimed.inf,,7" (keep the commas)
6) save sysoc.inf
7) open control panel - add or remove programs - add/remove windows components
8) on Accessories click "details"
9) on Multimedia click "details"
10) un-check Media Player and click next
you can do the same thing for MSN messenger by finding the "msmsgs" line in sysoc.inf