Double click on media file, does not play immediately

Windows 7x64 Ultimate machine - When I double click on a media file of any sort (MP3, WMV, AVI, etc) from Explorer the window that would play the file comes up and then immediately OVER that window the Windows Media Player library comes up, pauses for 5-10 seconds, doesn't display anything then goes away. The media window will start playing the file.

If a media file is playing and I double click on another one it will immediately start playing.

Trying to get the files to start playing immediately again. I have deleted registry keys and it was like WMP was being started for the first time and deleted the WMP database. No luck.

right-click on the media file and choose the "Open with.." option
then select the entry "Choose default program.."

- this will give the choice of which program you want to use to listen to the file..

- if you tick the box that says "Always use the selected program to open this kind of file.."
- it will always go to the same program, say Windows Media Player or whatever, whenever you want to listen to music..

- you can reset it to suit whatever type of file you are using - MP3, AVI, etc..

It already plays with WMP. That is not the issue. The issue is that when I open the file either from Explorer or starting wmplayer.exe it opens the media window, the library window opens over that, the library window closes and then the media window comes into focus again and plays the file.