Ford Prefect Sans Towel

hm, thanks but the altert window is popping up even before i've tried to load files onto the MD

Alright; I am quite the newbie concerning Sonic Stage et al, so please! Any help whatsoever would be much appreciated. So here is the problem--when I try to open Sonic Stage, all i get is an alert saying "Cannot find needed files related to Windows Media format." and "Failure to initialize Windows Media." I've tried uninstalling/reinstalling everything according to the faq, but to no avail. Any extra advice? Thanks.