I would also recommend you download flip4mac
http://www.flip4mac.com/wmv_download.htm
It allows you to watch WMV through quicktime and also watch WMV that are streamed through websites(such as NHL.com highlights)
I rarely if ever actually use WMP, since flip4mac lets you view everything anyway. The free version does the trick for me, but if you want more features there are ones you can buy too.