Navigate to the "Windows: Get Windows Media Player" Web site. See the site's link in the Resources section of this article.
Click on the newest version of Windows Media Player that is compatible with your computer. Doing so will download it to your computer.
Double-click the downloaded Windows Media Player installation file, and follow the prompts to install the program on your computer.
Navigate to find the MP3 you want to play on your computer.
Right-click this MP3, and choose "Open With."
Select "Windows Media Player" from the list of programs shown in the "Open With" tab. After doing so, Windows Media Player will automatically open, and begin playing the MP3.