My windows media player keeps popping up,what is wrong with it?

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Most times I am online more than 15 minutes,my windows media playing starts poppoing up.I close it and it pops up again within 5 minutes.I close it again and again.The next thing I know it pops up as soon as I close it.What is going on and how do I fix it.It gets real aggravating when you are trying to type.Many times it happens,the word shotgun comes to mind.How do I keep from getting the shotgun.Please help!Thanks in advance!