Just updating this post from a long time. The problem of WMP recording in the lybrary is only for the latest version for non-XP users. I was using Win98 SE and I downloaded all updates for WMP and it always kept a record in the media library, but since I am using WinXP it doesn't do it.
So conclusion: WMP with XP won't keep a record unless manually, but for other versions it keeps a record and you need to delete it manualy