Which version of Windows are you using? Does Windows Media Player work elsewhere? How about in other browsers, such as, for example Firefox?
I assume you went to Opera:Plugins in the Opera Address Bar, and tried deactivating the Windows Media Player Plugin, and then closed the browser, opened the browser, and then went to Opera:plugins and activated the Windows Media Player plugin. Did that make a difference?
Is it just one website you are testing? Maybe there's just a problem with that website, and not the plugin.
Did you use Opera 21, and or earlier versions. Was it working along, and only stopped with the Windows 22 update? If so, perhaps there's something corrupt with your installation of Windows 22.