Well, is the question: "can I play it with
Windows Media Player 9 or 10"? Cause then I don't really know the answer. Probably you can, with a plugin offered by some developers.. I even don't know, which version of Windows Media Player you have, so try Googling for the plugin. VoiceAge's
SPOTxde® Player works with Win. Media Player 9 for example.
Anyway, I was able to play the AMR you linked with Media Player Classic that had come with
QuickTime Alternative installation.