Private Sub AxWindowsMediaPlayer1_PlayStateChange(ByVal sender As Object, ByVal e As AxWMPLib._WMPOCXEvents_PlayStateChangeEvent) Handles AxWindowsMediaPlayer1.PlayStateChange
        Select Case e.newState
            Case WMPLib.WMPPlayState.wmppsPlaying
                ToolStripStatusLabel2.Text = "Reproduciendo"
            Case WMPLib.WMPPlayState.wmppsPaused
                ToolStripStatusLabel2.Text = "En Pausa"
            Case WMPLib.WMPPlayState.wmppsStopped
                ToolStripStatusLabel2.Text = "Sin Reproducción"
        End Select
    End Sub

Case WMPLib.WMPPlayState.wmppsFinish 'Aqui que me regrese el nombre a un boton "Play"
                B_PlayPause.Text = "Play"

Private Sub B_PlayPause_Click(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles B_PlayPause.Click
        If B_PlayPause.Text = "Pause" Then
            AxWindowsMediaPlayer1.Ctlcontrols.pause()
            B_PlayPause.ImageIndex = 1
            B_PlayPause.Text = "Play"
        Else
            AxWindowsMediaPlayer1.Ctlcontrols.play()
            B_PlayPause.ImageIndex = 0
            B_PlayPause.Text = "Pause"
        End If
    End Sub