Well, if you have the installer lying around, Installers usually come with an uninstall option.
IIRC, WMP only installs an internet plugin, though, so if you just drag that and the application itself to the trash, you're good.
The internet browser plug-in is at YourHardDrive/Library/Internet Plug-Ins/
I recommend searching for and installing Flip4Mac - it will do everything WMP did, except a lot better, and within QuickTime.