I'm aware there are many open source multimedia tools that will play most audio and video formats on Linux these days but many people have come to like Windows Media player over the years. And while Xine and Mplayer will play most .WMV .WMA files, both of these players use Windows codecs that are copied into your /usr/lib/win32 directory. So if your currently happy using the closed source Windows Media codecs why not use the player as well.