Sigma Player is a multimedia player that reads most types of multimedia files. It can read formats like mp3, wav, avi, DVD (vob), midi, mid, mpge, mpg among others. It can play files in full-screen mode and has a playlist that can store all the videos played. The playback controls are transferred in the keyboard when the full-screen mode is selected.
The sotware is completely free.
The setup is only 1MB, so it will not occupy much space on your hard drive.
The application is not valid for Windows Vista.