Download Microsoft Visual Basic 2010 express from here
Now click on New Project and select Visual Basic from the left panel and Windows Forms Application from the right panel, change the project name to "Media Player", then click OK.
Now we'll have to add a component to the form called "windows Media Player". You can't find this in the toolbox. So, open the toolbox and the right click inside this and select "Choose Items" as shown in the picture:
Right click on OpenFileDialog1 in the gray area and click on properties. Change it's Filter property to Music File|*.mp3|Wav File|*.wav
Double click on the button "Open Song" and add the following red color highlighted code:
Private Sub Button1_Click(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles Button1.Click
OpenFileDialog1.ShowDialog()
AxWindowsMediaPlayer1.URL = OpenFileDialog1.FileName
End Sub
When you play the program, click on Open Song button and that should show you a Open File Dialog to choose a song. Make sure that the song is in mp3 and wav format.