Windows Media Player 9 Issue

[Davin]

I use Windows Media Player 9 for pretty much everything,
and I like it just fine, however sometimes it does this
thing where if I'm watching a video in it or listening to
music in it, and I close out of it, the media will still
play in the background(Not minimized bu closed... the
audio continue at least) until I reopen Windows Media
Player and press stop, then close it... why does this
happen?? Any help is appreciated... Thanks.

Davin