Strange, I just downloaded Windows Media Player 11 this morning. And as I do from time to time, I checked my system restore check points, and there was one for "Installed Windows XP KB926239", one for "installed MSCompPackV1", one for "installed windows xp wudf01000" and one for, of course, windows media player 11. All were installed within four minutes of each other. I also have the following new programs in my add & remove list: Microsoft User Mode Driver Framework Feature Pack 1.0 & Windows Media Format 11 Runtime & Microsoft Compression Client Pack 1.0 for Windows XP AND Windows Media Player 11.
And I also did a Google and no listing for this KB926239. And I appear to be getting some popups, which I never "ever" get. Hmmmm. Maybe, after I run some additional scans, I'll uninstall WMP 11 and all this related stuff.