Real Alternative - with Windows, it uses an older version of media player classic to basically bootstrap the realplayer codecs. Newer versions of Windows Media Player are very picky (they don't want you playing RM files, they want you using their formats) and so normally you'd have to install RealBloatWare Player.
On a thread-related note, I'm a bit shocked so many people aren't keeping an eye on what is on their machines or is being tracked. Alexa is, while not the worst, still a bit unsettling, and while it appears to be installed automatically with updates of Internet Explorer these days, still, you shouldn't be tracked unless you want to be.