Windows media player usually directs you to the supported site.
Does this happen to you when you try to play an audio related file or just when you open windows media player?
Have you tried other players?
Check device manager and see if you have an audio device installed.
Did you recieve cd:s when you bought your XP ? should have contained drivers and ulities cd of some sort.
Tried to update your computer?
Do you hear sound otherwise i mean like ''windows loggon sound'' and that sort of stuff?
Could it be that your missing audio codecs for the type of files your playing?
Provide me with more information about your issue.
Microsoft Windows XP