Sound when there shouldn't be

I know this sounds weird but it has happened twice now. I was using WMP11 to pick out some songs for a project. I would listen to a few seconds of the song then double click another to open it without closing WMP. Then when I closed WMP whatever song was playing closed also but another song started playing. According to my task bar WMP was not open and neither was Winamp. I opened the task manager and there were no open applications there either. The only way I could find to stop the music the first time was to reboot the computer. This time I decided to wait til the song ended to see what would happen and nothing else did happen. This is my first Vista computer and I have only had it for a few months. To my knowledge WMP and Winamp are the only media players installed unless media center counts. So do I have a ghost or is there some strange thing built into Vista that I have never heard of?