Microsoft still didn't get it. The most crappy media player of all times. I guess Win 10 is even worse!
Remove it for good:
Go to "Control Panel\Programs\Programs and Features" and click on turn windows features on or off
Uncheck Windows Media player and click OK
Then Yes...
Wait until it completes. Then reboot and voilá!
Install WinAmp 2.95 and be happy!