Here are some of guides that might solve one of your problem with Windows Media Player.
(Finally released... sigh.)
Adding visualizations using regsvr32 (Recommended if you are applying an .dll visualization)
Alternate way to add skins (Recommended for users using Windows Media Player 10 on modern Windows systems)
Making a WMP Skin (This guide might need a overhaul unless it's alright)
Adding Custom Visualizations to Skins (This guide needs a overhaul)