New
#11
I've been using the KLite Codec pack (link) for the last few years on Windows 98, Windows XP and now Windows 7 with no problems at all... It also installs Media Player Classic, which I've come to like more than any of the standard Windows Media Players. It doesn't have a media library (like WMP does), it's just a player, but it doesn't overwrite WMP so you'll still have both available.
I'd suggest you download the 'Mega' codec pack and install with the default options, you hardly ever need to go into the advanced configurations anyway.
Why don't you try looking at AlternativeTo (link) and searching for programs you used to use on Linux, from there you should get a couple alternative programs and be able to find a Windows equivelent for programs you're used to.