Do you have a player for audio files, and another for video? You should really get one that does both. Ofilter Player offers you both functions in one program.
From Ofilter Player you can listen to all the audio files you want because it supports the most usual formats: MP3, WAV, MIDI, etc, and those of video (AVI, MPEG, VCD, etc).
Ofilter Player also has the usual options and functions of any other player: stop, play, skip track (forwards and backwards), pause, configure the properties, etc.