When you install this 23 mb file, you won't immediately notice any difference but the functionality of Windows Media Connect is now integrated into Windows Media Player. If you have a home network (wired or wireless), you can use Windows Media Player 11 to stream the contents of your library to networked devices such as Xbox 360 or other digital media receivers.
Download Windows Media Player 11 [direct link - no validation required]
Windows Media Player 11 | Release Notes