WMP stores the last opened directory (only if you open a file and play it)
in a registry value named "OpenDir". But, if you click File - Open and
cancel the dialog once, the last open directory is reset to "C:\Program
Files\Windows Media Player"
To set the "OpenDir" to your preferred location everytime you launch WMP,
you may use this script:
-----------------Cut here-------------------------------------
Set WshShell = CreateObject("WScript.Shell")
StartDir = "F:\Album"
WshShell.RegWrite _
"HKCU\Software\Microsoft\MediaPlayer\Player\Settings\OpenDir",StartDir,"REG_SZ"
WshShell.Run "wmplayer", 1,True
Set WshShell = Nothing
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Copy the above contents to Notepad, and save as wmp.vbs. Double-click
wmp.vbs to launch Windows Media Player. You may place the VBS in your Quick
Launch folder for each access.
FYI: The "StartDir" is set to "F:\Album". Modify the path accordingly.