Windows Media Player plays but not appear on screen

Vista Home Premium, SP2, IE8
I am having this nagging problem which started quite awhile ago even when I
had SP1 and IE7.
Now and then, when I played MP3, I received the audio but Windows Media
Player did not appear. I had to manually open Media Player. Each time that
happened, I had to do system restore to fix it.
I have checked the default programs, Media Player is set with all its
defaults. I have checked everything in the Default Programs window. Media
Player is set correctly.
Any idea ? Thank you.
t-4-2