Odd behavior of WMP GUI

When I double-click an audio file, the audio begins playing, but the WMP GUI
doesn't display. Similarly, when I double-click a video file, the audio
begins playing, but the WMP GUI (i.e., the video) doesn't display.

Using Task Manager, I've confirmed that the WMPLAYER.EXE process is loaded
and is the application that is actually playing the file--even though WMP is
not listed on the Applications tab. If I click on the WMP shortcut on the
Start menu, the WMP GUI immediately displays and continues to play the file.

At this point, if I don't stop playback of the file--but rather, simply
press the X button to close the GUI--the audio continues to play. My only
recourse is to use Task Manager to kill the WMPLAYER.EXE process; WMP still
isn't listed on the Applications tab.

What would be causing this to happen? How can I resolve it?