Meh...

Ok. There is one hardware which could depend on what you run. The HardDrive itself.

If the HardDrive itself is messed up, your PC might blue screen you when it tries to run over corrupted information, and shut your PC down to prevent any harm from coming to your hardware. I had this problem once myself.

Obviously, movie file types take up the most information "side by side" on the harddrive. Like a stream of information. Whilst something like a game is dotted all over the harddrive because a number of different files are used in conjunction with each, and no single file is as big as a movie file.

If your computer dosn't blue screen during the running of games, then it's quite possible that your harddrive is messed up. How many HardDrives do you have?
If you use two harddrives. Take out the second harddrive and try to get along without it for a few days. If it's ok, then it could possibly be your primary harddrive (The one with the OS on). If it is, it's a lot more hassle to figure out because it would mean installing the OS on the other drive simply to test it ¬_¬;;

Actually a better idea.... Go to my computer, right click a harddrive, go to properties, go to tools, and click on scandisk and auto fix errors. It will then ask you to restart the computer in order to run the program, say Yes and restart. Now WATCH THE SCAN!!! It may take a while, but at a point in the scan you may end up with a TON of tunacations (sp?). If you get loads of them in a row, your harddrive is definitly messed up. But it WILL NOT STOP during the scan. Even if it finds something wrong, it will just trunacate it and carry on and because it's trunacated it you won't know if it was the problem even if you do a second scan! So you MUST watch it the first time around.

I had this problem once myself as well as my motherboard. Jeez... when you have two hardware failures at the same time, it makes your diagnoses impossible i tell ya.

Edit:
I find it unlikely to be Media Player causing the blue screens, seeing as it's an integrated part of windows. Microsoft have made it so if an integrated part of the OS fails, all it does is shut down or reboot. Ever seen your Desktop disappear and reload before? That's because an important program has failed in the background, but instead of a system freeze like the older OS's, it simply reboots all the components related to it, including the failed program. That's why it's so unlikely to be WMP, or a software related thing.