WMP Question

For the past few months, when I play something in Windows Media Player 10 and then close WMP the file will continue to play. (If it’s a video file, the audio only contiues to play.

My other question, about half the time, when I delete a file my desktop resets. Everything disappers (icons, start menu, taskbar) and then it all comes back up a few seconds later. Programs that are open remain open, but folders will close. It’s like if you do an End Program on Explorer. Any ideas?