Use Combined Community Codec Pack to play .mkv files in your Windows Media player. It’s free and I have used it personally for a long time and I am happy to recommend it
It’s pretty simple to install and you don’t have to mess around with options to make it work. I installed it mainly to play mkv files in WMP. But it includes codec to support all major video formats in Windows Media Player. So if you want to use WMP as your only media player or main media player, you can use this single codec pack .