Well XP is a little more customizable then Mac, which is why people like them and hate Mac. The avg user needs a little more knowledge of computing as well.
With that, what player are your users using ? Media Player has never been a good player. VLC is what I use....and it's free:). If your customers can't figure out they Need or don't know how to use your player, that's not yours or Microsofts fault.
JetAudio is a very stable and robust player. I have been using it since at least 2005, and now, in the past year they have released a stand alone JetVideo, available from the same site. Both will play audio and video, JetAudio provides a media center for ripping and burning audio cds. I haven't found anything either will NOT play, aside from BD, clear down to smartphone video and audio. I will not use anything else. I like VLC player, but it comes nowhere close to JetAudio/Video.
I don't use Windows Media Player ever because I do not need to.