How do I change default media player?

My default player, Real Player, will not allow me to open wmv's.How do I change default media player?
If you are using xp..click on start..then set program access and defaults..scroll down to video and pick what you want. I recommend VCL Player. I think it's the best. Hey and if that doesn't work, uninstall your other mediaplayer. VCL is all you need.... and if that don't work you can right-click and choose ';open with VCL'; but you probably knew that part. Good luck and tell me how it went!!! :)