Hi WinMX Fan,
WinMX uses the Media Player that you have set as 'default' to open files..
If you would like to change it go into your music folder and right click a media file. Then choose 'Open With' now choose the option 'Choose Program'... when you get a list of options, highlight the appropriate player and make sure under that list the box marked 'ALways open with this program' is ticked.
This will reset your default player to the one of your choice...