If you know the file types of the movies you want to play (e.g .MPEG4)then you can change the preference for that file type in Folder Options. (See Windows Explorer, Tools, Folder Options , FileTypes) Just scroll down to the file type for your movies and change the program from Windows Media Player to FFDshow. No ned to re-install or delete files.
Alteratively there may be an option in FFDshow to change the default program for media file types. Look in its Options/toolos menu. There is in many other media players such as RealPlayer and QuickTime.