Windows Media Player 10 won't actually close

[BustaRomeo]

I just downloaded Windows Media Player 10 and probably one of it's largest glitches (or dumbest features) has already come to my attention. You can close the program fine, but it doesn't actually stop or really exit. Say if you're playing music or a video; you 'close' the program but the audio carries on playing. When you open up the program again it's like it was never closed at all. The program runs in the background, basically, against your will. I haven't found any option to turn this off, have any of you got any idea to stop this? It's really annoying.

[pam123]

I've just downloaded it as well but I'm not having that problem with it.
What I have found is that the control panel at the bottom - stop,pause, foreward, etc. - is tricky to use.
Unless the cursor is positioned just right I get no response.