iTunes by default displays the default player alert if it is not set as a default player in your system.
You can quickly turn off this message of by marking the check box “Do not show this message again” then clicking the Yes button. Alternatively the default player check dialog can be also be disabled using the iTunes Preferences menu.
Navigate to Edit menu and select Preferences from the list of available menus. In the Preferences window navigate to Advanced tab. In the Advanced preferences screen, un tick the check box with label as Warn me if iTunes is not the default player for audio files. Click Ok button to confirm and save the changes.