Which browser and media player version are you using?
The last version of WMP player I used was 9. Under tools>options>player tab, there were automatic update and auto internet connection settings. Should be something similar in newer versions. If they are enabled, disable them within the player and see if it stops opening on it's own. Might want to look at the media library tab as well for update settings. Long shot but worth a look.
Edited by HitSquad, 15 April 2008 - 07:04 AM.