Whenever something prevents add/remove programs or task manager from working I suspect a virus or trojan which doesn't want you finding it. As for WMP it may be a Dr. Watson issue tying up resources as it tries to shut down a previous session of WMP. Try task manager and see if that's blocked too. If not, see if dumpprep or drwatson is running. If so and you're impatient you can end the process manually and try again. If it recurs then you may need to re-install WMP if not your OS.
