Windows Media player issue

I have an mp3 player attached to my XP laptop and wanted to play audio tracks
from a book thru my laptop. Musicjukebox seems to do it ok but when I tried
to use my windows media player to open and play the WMA files it doesn't do
it. No error messages - just that when I click open it shows the file folder
on the mp3 player but shows nothing inside it to open. Windows Media player
is set to show all files but nothing shows up. I f I use windows explorer to
browse thru my mp3 player it shows the audio book folder and every track
inside each player but Media Player shows nothing. Does anyone have any
ideas as to what might be happening here?