Did you render in Wav-format at 24/32-bit PCM or 32/64-bit floating point? If I recall correctly, WMP didn't like some (or any) of the mentioned formats. Very likely it is also unable to play Ogg, Flac, Wavpack etc...
Just get yourself a decent audio/media player. Even Winamp (in it's current slightly "bloated" state) is WAY better than WMP.
-X