Never mind I figured it out.

Start > Default Programs >Set Program Access and Defaults > Hit the down arrow on the Customer section and select Media Monkey for default Media program.

I just got a new keyboard, and it has a music key. It opens Windows Media Player. Is there a way I can get it to open Media Monkey instead? I Googled it but all I can find is ways to disable caps lock and remap keys to other keys, but now how to make this key open another program. Keyboard didn't come with a configuration program.