Thanks Cerebro - but that's not quite what I mean. Hopefully this is a bit clearer:
A company has their own WMP skin designed - "Coathangers Ltd" logos all over it, which is downloadable from their website. When a customer has the skin installed and visits the 'Coathangers' website and clicks on the promo video (showing wire being bent presumably), WMP loads and runs, and changes the WMP skin from whatever it was to the "Coathangers Ltd" skin automagically.
Can it be done? (I suppose you could get JScript to check the filename... but your jscript would only be active if your skin was being used anyway.)