on Windows Media player, to add global short-cut keys 
(here is how to add the "Wmpkeys" plug-in)
1. go to View\Plug-ins\Options
2. go to Options\Pug-ins Tab\Background\Wmpkeys to set the shortcut

if "Wmpkeys" plug-in is not there, download it or Google and download it

(optional info for newbies: global_short-cut keys allow user to control WMP 
even if WMP is not on focus.)