By default, Windows Media Player 12 changes the video to "fit video to player", which unfortunately is that sorry excuse of a window for a video
right-click on the window and under the menu "video" click on the "fit player to video", and then press alt+2 to make sure the video runs in 100% size. This will cause Windows Media Player 12 to open a window that fits to your video's size
I figured out a way to do this though it seems there should be an easier way.
First I opened Windows Media Player from the Start Menu.
From the File menu, I clicked Open... then navigated to an .mp3 file (I would think any audio file format should work though).
After the music started, on the View menu I clicked Now Playing (which should switch you to the "mini player") then I turned on the Visualizer.
Next, I resized the player, clicked on Full Screen and exited.
Now when I start a video file it starts with the player window the same size and place I left it (before clicking Full Screen).
I would imagine not all these steps are necessary but I don't know which ones so feel free to experiment and let me know. Hope this helps!
QUOTED word for word from another poster on another thread!