Scripting

I ended up creating a master image and do all the tweaks like this under one user account, then I sysprep that image and copy that profile to default.

You can create a PostInstall task that does the following:

reg.exe ADD HKLM\SOFTWARE\Microsoft\Mediaplayer\Preferences /v AcceptedEULA /t REG_DWORD /d 00000001 /f
reg.exe ADD HKLM\SOFTWARE\Microsoft\Mediaplayer\Preferences /v FirstTime /t REG_DWORD /d 00000001 /f
reg.exe ADD HKLM\SOFTWARE\Policies\Microsoft\WindowsMediaPlayer /v GroupPrivacyAcceptance /t REG_DWORD /d 00000001 /f  

This will allow MediaPlayer to skip past the settings.  I am sure there might be other settings to further set things up, but this will get your past the setup.