This is a per-user tweak. Open RegEdit.
Browse to the following key:

HKEY_CURRENT_USER\Software\Policies\Microsoft\WindowsMediaPlayer

(If the WindowsMediaPlayer subkey isn't there create it)
Create a new string value named TitleBar. This will add "provided by xxx" to the titlebar of Windows Media Player. xxx being the value you did assign to the new string.

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