I'm a die-hard Windows XP Pro user myself and "had" the same problems you have. My solution is to install K-Lite Codec Pack Standard 11.7.0, which can be obtained
HERE.
It includes Media Player Classic, a very good video player, if you tick the box to install it too (do it). This codec pack allows many other players to also play difficult files too, such as VLC can then play Blue-Ray movie files (get VLC player ver. 1.1.11 (best ever)). VLC 1.1.11 can be downloaded from
HERE
Why install Media Player Classic?
With this codec pack, it plays just about anything.
It's nice to hit alt + Enter and go to or from full screen
It has low overhead when running
It works with AMD HD video cards "Avivo" Theater Mode, (dual screens watching movies) (This ended with XP, so if you go to Vista, Win 7 or higher, you'll loose this) (VLC 1.1.11 works with "Avivo" too)
It can figure out and play Blue-Ray Playlst (mpls) files to watch multi-file, segmented Blue-Ray movies, if you can pick the correct playlist file for the movie (practice makes perfect).
Its just simple to use.
Disclaimer (of course !)
Blue-ray movies must be decoded using something like
SlySoft AnyDVD HD to play on just about any player. (Free for 21 days, then must be purchased)
EDIT !
Your problem of Windoze insisting on playing files using KMPlayer (or any other player you don't like) can be solved by looking at a video file in Windows Explorer, right-click the file, choose "Open with" then "Choose Program" Choose your preferred program, tick the box at bottom that says "always use the selected program to open this kind of file" and of course, click "ok"