When you exit Microsoft Windows Media Player 11 in Windows Vista, Windows Media Player may not completely shut down. For example, if you are playing music when you exit Windows Media Player, you may continue to hear music.
To work around this problem when it occurs, follow these steps to shut down Windows Media Player:
Click Start Task Manager.
Click the Processes tab.
Click the wmplayer.exe process.
Click End Processes, and then click End process.
Microsoft has confirmed that this is a problem in the Microsoft products that are listed in the "Applies to" section.