It is already at default for Play. See my screen capture: http://img26.imageshack.us/img26/24/screenshotbg8.gif ...Where the default action for a file-type is not fully configured in the registry Spybot can accidentally hijack the default response - many have reported the same problem but with PDF files. If you right click on any MP3 file and check the context menu you will probably find that the Spybot scan item is shown in bold - this is the default double click action - it needs re-setting back to the normal default of "Play".
Try the following:
In Explorer select the "Tools" menu then bottom item "Folder Options"
Then select the "File Types" tab page and scroll down to the entry for MP3
Click the "Advanced" button - Highlight the "Play" item and click the "Set Default" button
Yeah, I tried that earlier too. Here's what is interesting. If I uncheck to tell mplayer2.exe not to play MP3, then Windows Media Player v10 opens up instead of SpyBot. If I recheck for mplayer2.exe, then SpyBot scans it. Umm, weird.Try resetting the MP3 association in MPlayer2 itself.
Start MPlayer2 - normally located at C:\Program Files\Windows Media Player\mplayer2.exe
Then View->Options->Formats and tick the MP3 box.
You might need to restart Windows to reload the registry to activate the new settings.
If that doesn't work then the following thread details a few options that were suggested when the same issue arose with PDF files
http://forums.spybot.info/showthread.php?p=223136#post223136