Rob

When this happens, press Ctrl+Shift+Esc to start Task Manager, select the
Processes tab and you'll find the wmplayer.exe process is already running
(although it doesn't appear on the Applications tab). Select it and choose
End Process.

I've no idea why, but some bug in Vista causes wmplayer to start whenever
the PC is restarted or brought out of sleep, but without its window showing.
You can't run two instances of wmplayer, and as Vista assumes you're trying
to run a second instance when you click Windows Media Player, it silently
ignores you.