Windows Media Player should already be installed. Check C:\Program Files\Windows Media Player and look for wmplayer.exe and make a shortcut to it. At least, I have Server 2008 Standard [32-bit] and I didn't have to install it seperately. On that note, how did you even find a download of Windows Media Player 11 for Vista? I thought it doesn't exist as it is bundled with Vista, the only one for download is for Windows XP... somebody correct me if i'm wrong there.
As for the Desktop Experience Rating not appearing, this is by design. It is something on the wishlist, which also has a workaround [running the performance assessment tool from the command line] but getting the GUI elements there is a low priority as of right now, I think, as there is much more useful features of Vista in high demand [such as Media Center].
But it is something on my to-do list friend, and probably wont take too long [as soon as I figure out where, exactly, it is]. Sorry for the bad news