This restriction will stop Windows Media Player from storing the names of the played media in the recent file list.

To change this, follow the next steps:

1. Open the Registry Editor click on the Start button on your taskbar, then click on Run and type "regedit" and click on OK to start the regedit utility.
    
2. Expand HKEY_CURRENT_USER\Software\Microsoft\MediaPlayer\Preferences (see picture 1).
   
   

   Picture 1

3. Create a new Binary value, or modify the existing value, called "AddToMRU" and set it according to the value data above.
   
   
4. The modifications you made will be in effect after you reboot your PC.

Note: This setting only effects Windows Media Player 8.0 or greater.