When you first upgrade to Windows Media Player 9, the program establishes itself as the default player for just about every type of Windows-based media file, not only for streaming formats such as ASF (the original Windows streaming media format), WMA, and WMV, but also for nonstreaming formats such as MPEG and AVI. Media Player 9 wants to be the default player for any CD you insert into your computer, and it even tries to be your default MP3 player. Fortunately you can decide for yourself which player you want to use for each type of file by changing each player's default file types. For Windows Media Player, click Tools, then Options and click the File Types tab. (If you can't see your player's Tools menu, click the Show Menu Bar button in the top left corner of the player.) Put a check mark in the checkboxes next to the file types you want Windows Media Player to play and then click OK.
For RealOne Player, choose Tools, Preferences. (If you've downsized your player, you may need to click the double arrow next to the File menu to see the rest of the menu.) In the left pane of the Preferences dialog box, under Content, click Media Types. Then on the right side of the dialog box, put a checkmark in the checkboxes next to the types of files you want RealOne to play. Note that RealOne lists a lot of lesser-known or derivative file types you may not know; your best bet is to assign the types you know and revisit this dialog box as you learn more about other file types. When you finish, click OK.
Although QuickTime cannot play streaming formats other than QuickTime movies (MOV), it can play nonstreaming videos such as MPEGs and AVIs; some people prefer QuickTime for these formats. To set your QuickTime player to play these formats, choose Preferences from the Edit menu and then choose QuickTime Preferences. From the drop-down list, choose File Type Associations, put a check mark in the checkbox next to Windows File Types, and close the dialog box.