The "View Scan Reports..." command does exactly the same as if you (double)clicked on the report file in Windows Explorer - i.e. it tries to "open" the file. The report file has (by default) .txt extension... it's rather strange that you'd have Media Player associated to .txt extension, but everything is possible, of course.
Start Windows Explorer, select e.g. your C: drive, and select Tools / Folder Options from menu. Switch to the page "File Types" and scroll to "TXT" extension (Text Document). Now, you can check what application is this filetype associated to. Normally, it's something like "Notepad"; it looks that you have Media Player there.