Its not a problem. But the fact is that even after I closed the Windows media Player, the Mediaplayer kept running ( actually its even running while typing,closed about 20 mins ago ). I am still listening to the last playlist. But whats the reason here?
Happens a lot of times with me too. You will have to close it down from the processes tab in the task manager. I don't why this happens though. (Only in vista for me)