Okay so given that you have already installed the Internet Explorer Add-on, the windows media player still does not show up. A possible answer for this is maybe due to Windows Media Player 11 not being the default media player.

To set it to be the default media player, follow this steps from the Microsoft KB:

1. Open the Control Panel and navigate to Add/Remove Programs.
2. From the Add/Remove Programs, click Set Program Access and Defaults.
3. In the Choose a configuration box, double-click Custom.
4. In the Choose a default media player area, click Windows Media Player, and then click OK.

Hope this helps.

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