How do I make the media player only show files it can play?

It's showing me txt files and pdfs, etc. I can't find where to turn that off.

 

HT, Image Player and MP don't do that. For MP you can in fact specify (tick the boxes) for desired formats.
Media Center in contrary is meant to support all files.

 

Where is that setting?

 

MP go left => Settings => Scan => Scan Music Format