After running CCleaner, WMP won't play on the internet?

Afternoon,

Running Win7 along with WMP12, I believe it is. I run CCleaner to clean out internet browsing, video's, etc. Sometimes after running CC, WMP won't play on the internet, error code. Obviously I'm cleaning files related to WMP, is there a general rule on what not to touch? Hopefully I've explained this properly.

What setting should I uncheck?

TIA

Did you use the Registry cleaner ?