Swing Catalyst requires Windows Media Player 11 or later to be installed. This is normally included on most Windows computers, but sometimes this gets uninstalled and Swing Catalyst will show you the following popup on startup.
The solution is to download and install Windows Media Player at this link. Follow their instructions.
If you already have Windows Media Player 11 or later installed, but it is simply disabled, you can follow the last few steps of this article to enable it again.