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Right-click your media file, click Open With, click Change..., and select your preferred media player. Depending on the media player you choose, your media file will appear with a specific name. For example, if you select VLC for the mp3 files, the mp3 files will appear as "MP3 Audio File (VLC)", or if you select Windows Media Player, they will appear as "MP3 Audio Format" or a similar name.