To uninstall Windows Media Player or other Window's program like Internet Explorer you need to perform following actions:
1. Go to "Start", "Control Panel", open "Add/Remove programs". You will see the list of programs installed on your computer.
2. Check the box "Show Updates".

3. Scroll down and find necessary application (in our case Windows Media Player 11).

4. Uninstall all items related to Windows Media Player.
After that your Windows Media Player will be completely uninstalled from your computer.