Quote Originally Posted by BLOWERS

Actually you might be right there. When I said it works with WMP, I was meaning media files played with WMP. Sorry for the confusion!
I believe last played works only when the track (or album) is played through OCD. It will use whatever player is selected on the Media tab of Preferences (View -> Preferences -> Media), but you have to make the selection of the track/album in OCD, not in the player itself. And that selection can be made only if there is a working album path designated on the MISC tab of album properties. Even though there is a field called Last Played on this MISC tab, it is not an editable field.