But not just any MP3 player or I could just get Winamp. I want one that I don't need to install: I just unzip the content of a zip file somewhere & just run the executable without having to launch an install program first. I want to use it at work & I don't have any admin rights, that's why I need for it to run without an install.

There's Windows Media Player 10 here but I never really liked it for anything other then videos. I've also found an unofficial winamp portable (*cough*LINK*cough*) but it's based on an old version & doesn't support ID3 V2.4 tags (which is used in 90% of my mp3s).

Any suggestions ?

Well I found an updated version of Portable Winamp via the no-install website. I'll post the link in case anyone else has use for something like this.

I would imagine Media Player Classic would do what you want too.

Well the 5.21 version of portable Winamp solved all the issues I was having so I'm using that instead. Media Player Classic is a bit limited sound-wise but thanks for the suggestion.