This might help, but may not be quite what you are looking for. In fact it's a total annoyance to me.
If you start up WMP and close it out, without killing the process, so that WMP is still technically running.
Press the power button to turn off the phones screen. Insert your memory card if you haven't already....
Now power the phone on.
What this does:
When the phone is powered on and the memory card is in, and WMP is running, WMP will present you with a prompt.
"A storage card was inserted. Do you want to search it for audio and video files?"
Hope this helps. I hate it, but maybe it's exactly what you are looking for.