The Windows Media Player 9.x Enterprise Deployment Pack can be used to create a .msi for installing Windows Media Player 10.x

The EDP for WMP9 does indeed crank out an MSI for WMP10, however you must rename the download from MP10Setup.exe to MPSetup.exe (backwards compat.) so the bat file EDP uses can recognize it. Also, the result MSI appears to have incorrect values entered throughout (version numbers primarily, still thinks it's WMP9). Attempts to deploy the MSI through GPO, even after repeated attempts cleaning up the MSI in Wise, Orca and AdminStudio have not worked for me ever. MS needs to release an EDP for WMP10! Talk about dropping the ball!

Note that this "program" is not distributed as an msi from the vendor. You would need the Enterprise Pack for this, look below.