A file path to open by a media player application by c# code

If your main purpose is to handle the "Open With" feature, I think the path of the file being opened is passed as a command line argument to your application. You need to read that argument and open the file from that path.
Note that I am not familiar with DirectX or DirectShow programming. I am currently using a programming SDK (leadtools) that wraps the DirectShow for .NET developers. You can find more details here.

This not right, Because i am saying that player will find the media path from user on windows plaform.
for example when we open a media file in vlc then we right click on file and open with option clicked then it play the file.
Like this we want in my media player that it also find path of file from user clicked open with.
Thanks.

You mean like this?

 http://www.youtube.com/watch?v=XtYobuVvcFE