Pessola é o seguinte

import java.awt.*;
import java.applet.*;
import java.io.File;
import java.net.URL;
import javax.media.Manager;
import javax.media.bean.playerbean.*;
import javax.swing.JFileChooser;
import javax.swing.JOptionPane;
import javax.swing.JPopupMenu;
import javax.swing.filechooser.FileSystemView;

public class MediaPlayerSample extends Applet {
	private MediaPlayer mediaPlayer1;

	public void init() {
		setLayout(null);
		setSize(518, 347);
		// seleção do arquivo
		String nomeArq = JOptionPane.showInputDialog(this, null,
				"Entre com a url: ", JOptionPane.WARNING_MESSAGE);
		try { // method using URL
			URL url = new URL("file", null, nomeArq);
			mediaPlayer1.setPlayer(Manager.createRealizedPlayer(url));
		} catch (Exception e) {
			System.out.println(" Erro ao criar o player :" + e);
			System.exit(0);
		}
		add(mediaPlayer1);
		mediaPlayer1.setBounds(36, 24, 324, 272);
		mediaPlayer1.start();
	}

	public void stop() {
		if (mediaPlayer1 != null)
			mediaPlayer1.stop();
	}

	public void destroy() {
		if (mediaPlayer1 != null)
			mediaPlayer1.deallocate();
	}
}