1. Download Windows Media Player 11, 64 bit (wmp11-windowsxp-x64-enu.exe):

   $ cd /tmp/
   $ curl -O https://web.archive.org/web/20190512112704/https://download.microsoft.com/download/3/0/8/3080C52C-2517-43DE-BDB4-B7EAFD88F084/wmp11-windowsxp-x64-enu.exe

2. Extract the archive:

   $ cabextract wmp11-windowsxp-x64-enu.exe -d wmp11

3. Run and close the game through Steam. A Proton prefix is created on the first run.
4. Go to the game's folder inside Steam's compatdata folder:

   $ cd $HOME/.local/share/Steam/steamapps/compatdata/287290

5. Set prefix to Windows XP:

   $ WINEPREFIX=$PWD/pfx wine winecfg

   Chose "Windows XP" in the drop-down menu and click "OK"
6. Install Windows Media Player:

   $ WINEPREFIX=$PWD/pfx wine /tmp/wmp11/wmfdist11-64.exe
   Press Ctrl+C when the installer has finished
   $ WINEPREFIX=$PWD/pfx wine wineboot
   $ WINEPREFIX=$PWD/pfx wine /tmp/wmp11/wmp11-64.exe
   Press Ctrl+C when the installer has finished
   $ WINEPREFIX=$PWD/pfx wine wineboot

7. Set prefix back to Windows 7:

   $ WINEPREFIX=$PWD/pfx wine winecfg

   Chose "Windows 7" in the drop-down menu and click "OK"