I think the better is to put Windows Media Player ActiveX Control on VFP form - you will have full control over it:

1. From Tools|Options, click on Controls tab and select ActiveX Control. Mark "Windows Media Player".

2. Drop one instance on the VFP form.

3. Drop one command button on the form. Use this code in its Click event to load and play sample file:

ThisForm.Olecontrol1.Open([PathName to media file])

Very easy... And you get full right menu and all options! You only need to have necessary drivers, but WMP will also require them.