wmplugins.com : "Bookmarking, fast forward, rewind and rollback capabilities are adding a new dimension to the best player on Earth! And most of all, it's FREE."

I've had to stop the ITConversations podcast of my panel discussion at Gnomedex four or five times now - and while there aren't a million plugins for WMP like there are for Winamp et al, I did manage to find exactly what I needed.