It's possible that the default association for .WMV files has changed on your computer from WMP to another program, such as VLC.
Try this and see if it helps:
Open Control Panel
Click on Default Programs
Click on "Associate a file type or protocol with a program"
Wait a few seconds while Windows collects the data.
You will see a long menu consisting of every type of ".XXX" on your computer.
Scroll down until you find the file which matches your question -- in this case, .WMV
Look at the heading on the right (Current Default) to see which program is associated with your WMV files.
If it's not the one you want (i.e., Windows Media Player) then highlight that line by clicking on it.
On the upper right of the panel, you will see a button which says, "Change Program"
Click on that button and you will be presented with a menu of options consisting of other programs.
Choose the program you want to use by default for those files. If it's not listed, then click on the "Browse" button
to locate the exact program you want, and click on that.
You will still be able to view your WMV files on VLC, however the default program for those files will be WMP.
Hope this helps.