...

...

MediaPlayer is based on JMF*, which only supports
the formats listed here.
<http://java.sun.com/products/java-media/jmf/2.1.1/formats.html>
WMA is not listed, WMA is not supported.

* JMF has been effectively abondoned by Sun, there may
be other projects that 'plug-in' to JMF and provide support
for newer/more formats - you'd need to search.

I don't know about media players, but I have a couple of suggestions.

First, importing any java.lang.* class is redundant in a bad way: it
doesn't affect the meaning of the program, but it leaves a reader of
the code looking for an explanation.

Second, never write

new String("foo")

for any literal "foo". Instead, write just

"foo"

and it will be a perfectly adequate String. Or if you are trying to
appear paranoid, consider something like this:

(String)new String(new String((String)((String)"foo").toString()))

Well, just don't.

Third, and this may actually help you, you can write an even simpler
test program and so eliminate some possibilities of error:

import javax.media.Manager;
import javax.media.bean.playerbean.MediaPlayer;

public class Player1 {
 public static void main(String[] args) {
    MediaPlayer mp1 = new MediaPlayer();
    mp1.setMediaLocation("file:\\d:\\music\\11.wma");
    mp1.start();
 }
}

Oh, and please, include the actual error message. Cut and paste, or
otherwise copy it _exactly_. Any paraphrase is likely to distort it
when you don't already know what the message means.