Sound continues to play

I've seen this with XP before but now I'm seeing it in Vista and I have yet
to find a solution. When I play audio or video in media player and close out
the window without hitting the stop button first the sound continues to play.
If I look in task manager media player is not running. The only way for me to
stop the sound at this point is to open another audio/video file in media
player and hit the stop button before closing out the window. If I reboot the
problem will go away for a few days but eventually comes back. I have all the
latest drivers so I'm not sure what else to try.