You need to see if you have Java(TM) Platform SE 6 U24 32bit or whatever is the newest Java, installed, the WMP player add-on is dependent on it.
Read this for suggestions:
http://support.mozilla.com/en-US/questions/791164#answer-163233
I hope you understand that my problem isn’t with Java. I have Java on Firefox and it works fine. But embedded wmp doesn’t work there (only in IE, which I don’t like).