Windows Media Player 7.1 for Pocket PC 3.0 can be installed from :
http://www.microsoft.com/downloads/details.aspx?FamilyID=343426c5-a7ac-4a6b-a037
-64f8c8def172&displaylang=en

1) Which version pocket PC do you have ?
2) What types of media are you looking to play ?

Cheers - Neil

Windows Media Player comes on the Pocket PC. It is part of the operating
system, in ROM. It should be there. Did you buy the unit used, and perhaps a
previous owner uninstalled it from the Programs menu or something?

There are also alternative media players for the PPC, both freeware, and
others for sale.

For music only, there is WINAMPAQ (Free), Pocket Music, and Conduit's Pocket
Player. Pocket Music has a free version, but for more functionality,
including WMA files, there is the paid version. Pocket Player also costs
money. Both of those paid versions have trial versions where you can try the
product for free for a time period, two weeks or a month, to see if you like
it.

For movies, there is an excellent new free player--with the unassuming name
of "Betaplayer". It will not play .wmv movies however, but only .AVI or
.OGM --using compressors like DIVX, XVID, etc. It has audio playback as
well--but currently no WMA (may be added in the future), but just MP3 and
OGG. For info on that look at
www.corecodec.com