From a bit of googling (because it's new to me) it seems that it's a legitimate media player that has a nasty habit of getting bundled with other software, so unwary computer users get stuck with it.
If it doesn't appear in the normal list of programs, try installing and running the free version of CCleaner. (It's often far easier to uninstall software with that than via your Control Panel):
http://www.piriform.com/ccleaner/download
Also try installing and running the free version of Malwarebyte's Anti-Malware:
https://www.malwarebytes.org/antimalware/
(When installing, take care to de-select the pre-ticked option to take a free trial of the 'Premium' version).
If all else fails, simply delete the file 'finalmediaplayer.exe' and then run the registry cleaner section of CCleaner. (Deleting executable files, rather than uninstalling them, breaks all the rules of good software management but it's got me out of plenty of holes in the past!).
PS: If you actually
want a decent media player on your computer (which excludes Windows Media Player!) try VLC or GOM.