Right-click the folder that you want to add the options to and select Properties from the menu. Now switch to the customize tab in the window that is popping up. Select Music (best for audio files and playlists) from the drop down menu on top. You can also check the “also apply this template to all subfolders” if the subfolders should also be turned into music folders. A click on OK will change the folder template in Windows Explorer to music.

A right-click on that folder will from then on display the two Windows Media Player entries. You can revert the changes by simply changing the music template back to the default folder template.