Assuming you are using Windows XP,
1) Open up Control Panel. Go to Administrative Tools.
2) Double click on Component Services. If your firewall prompts
you, allow it.
3) Go to Services (Local)
4) Find Plug and Play. Make sure the Startup Type is
Automatic.

For Windows Media Player, try this:
Go to Start, Run and type in wmplayer.
If it is not possible, open up Task Manager.
Go to File, New Task and type in wmplayer.