Denis,
Did you download it from here:
http://www.microsoft.com/mac/otherproducts/otherproducts.aspx?pid=windowsmedia
I have 10.3.7 and my WMP works fine.
BTW, I highly recommend Camino for a browser. much much faster that IE.
And Joel, you give me a call when you find a PC laptop that allows you to: put it to sleep connected to home cable, walk down the street to your local coffee shop wtih free WiFi, open it up and immediately start surfing the Pelican BBS while having a little coffee and cinnamon swirl (you may like some other pastry for breakfast), help PC laptop owners reconfigure their entire computers to allow them to connect to the network, finish up, put your Mac to sleep, go home, connect it up and it once again automatically reconfigures itself to your cable.
No restarting, no reconfiguring, no calling the ISP help line.
Long ago I used to fix PCs and wrote a little
VB in my day. PCs are fine computers, but until you get a taste of the elegance that defines a Mac, you really can't compare them.