WMP is a Windows component, part and parcel of Windows. You cannot usually "remove" it. However,you can disable it by removing it not as a program, but as a component. Control Panel>Add/Remove Programs---> Add/Remove windows Components. Uncheck "Windows Media Player"(WMP is still there, but made unavailable.)
i tried to remove it by removing wmp 10 but it roll back to wmp 9 and them wmp 9 do not appear in the add and remove list. please help, iam using windows xp home.