Try right clicking the icon on the start menu and click send to desktop.
Try coping and pasting it to the desktop.
Try making a copy on the start menu and drag the copied one to the desktop.
Try right clicking on the desktop, new> shortcut, and then write the path to media player.
Try right clicking the icon on the start menu and click properties, and make sure the target is correct, then make a shortcut.
Try going to the destination and right click the icon on the start menu and click send to desktop.
Try installing the older version.
Try using it from the start menu, or the location where it is kept.