|Sounds like you may be dealing with Digital Rights Management issues.|
If you would see fit to actually tell us what these disk contain we might be able to help you.
"The disk I am trying to explore is a commercial audio disk"
I am not aware of any DVD media that contains only music files. So is this disk a CD or DVD?
Going back to your original post, is this external writer a stand alone unit or one that is intended to be connected to a computer?
This entire issue may be simply that you have this player program set as the default program to open files with certain file extensions. That is a settable option in WinXP. I am not currently running XP and I don't remember the exact location and procedure to change those settings but they are there.
Finally "A programme called Player is installing itself as a read only file on any CD I try to explore".
That is impossible for any program to do. Commercial disks can't be written to again. Either the program was on there to start, or the program is on your computer.
BTW, all files on a CD,CDR,DVD,DVDR are read only be default because once the data has been burned it can't be erased.