How can I change the default video player ?

When I double-click on a video thumbnail, it opens -unwanted video player-, how could I change it to another video player ?

Start kcontrol then go to KDE Components/File Associations, then click on video. Here you have a list of file types with the list of applications that can open them.

E.g. if you want another video player for your .avi files, go to x-msvideo. The first application listed here will be the default one.