1. The Microsoft .NET Framework 1.1
There is a good chance you already have this! Why not check before downloading?
Download the Microsoft .NET Framework Version 1.1 Redistributable directly
or
Update your computer on the Microsoft Windows Update site.
2. A music player...
Windows Media Player 9 or 10 Series Player
You can use the wizzy new Windows Media Player 10. Get it here! However, you can carry on with WMP 9 if you already have it installed.
OR
iTunes 4.7 or higher
Get iTunes for free here