Best as I can tell, there is no way to remove it directly. Your other programs should take over the file associations WMP puts in...at least that seems to be traditional from MP3's to CD's and all in between. Every app seems to want control.
If you are really serious, you could just rename the "C:\Program Files\Windows Media Player\wmplayer.exe" file and then break the file associations manually in an explorer window under Tools -> Folder Options -> File Types. This will probably cause you more problems than solutions though, and wouldn't be my first choice.
Probably best to just install whatever program(s) you want to work and tell them to take over the file associations. Then just turn off autoupdate on WMP so it doesn't update itself spontaniously and retake the associations. Instructions on this move can be found at:
Ep, glad to see you come back and tidy up...did want to ask a one day favor, I want to enhance my resume , was hoping you could make me administrator for a day, if so, take me right off since I won't be here to do anything, and don't know the slightest about the board, but it would be nice putting "served administrator osnn", if can do, THANKS