Its a windows bug. You will find a reg fix at gemal.dk page.
http://gemal.dk/blog/2003/08/07/use_windows_media_player_9_in_mozilla/
Windows Registry Editor Version 5.00 [HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\MediaPlayer\ShimInclusionList]
[HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\MediaPlayer\ShimInclusionList\mozilla.exe]
[HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\MediaPlayer\ShimInclusionList\MozillaFirebird.exe]
I assume You will have to add
[HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\MediaPlayer\ShimInclusionList\K-Meleon.exe]
also You may want to have active x control support? see Fred´s test browser.