Don't just set media player as the default player. Do that but do this as well...
Right click on a .wma file. At the top where it says opens with...click on change. Make that windows media player. apply the settings.
See if that does any good.How to change the symbol for mp3 files?
Open an Explorer window, goto a folder where you have an MP3 file, right click the file then select properties. From there you should see a change icon button. Have fun