HKEY_CURRENT_USER\Software\Microsoft\Keyboard\Native Media Players\WMP
HKEY_CURRENT_USER\Software\Microsoft\MediaPlayer
HKEY_LOCAL_MACHINE\SOFTWARE\CLASSES\.IVF\OpenWithList\wmplayer.exe
HKEY_LOCAL_MACHINE\SOFTWARE\CLASSES\.wav\OpenWithList\wmplayer.exe
HKEY_LOCAL_MACHINE\SOFTWARE\CLASSES\Applications\wmplayer.exe
HKEY_LOCAL_MACHINE\SOFTWARE\CLASSES\CLSID\{FC2AAD0F-D03A-453b-91A6-77CADEE26282}
HKEY_LOCAL_MACHINE\SOFTWARE\CLASSES\Interface\{2BD3716F-A914-49FB-8655-996D5F495498}
HKEY_LOCAL_MACHINE\SOFTWARE\CLASSES\WMDMPDAExplorer.WMDMPDAExplorer.1
HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Active Setup\FeatureComponentID
HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Multimedia\WMPlayer
HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\App Management\System Programs

Make sure to do searches and clean up's for the following:

wmplayer.exe
wmpvis.dll
wmpui.dll
WMPlayer
SETUP_WM.EXE
DLIMPORT.EXE