Windows file protection

Help!!! Can somebody tell me whay mostly when i use windows media player and real one player i get this mesage and how i can fix it:

Windows file protection
Files that are required for Windows to run properly have been
replace by unrecognazed versions. To maintai system stability,
Windows must restore the original versions of these files.

Insert your Windows XP Pro CD-ROM now.

I have to leave the cd in all the time.