undesired - media player opens file explorer

Good day all.

I am launching media files (mp3, avi) on a pocket pc using flash. When the windows media player opens it also opens the "file explorer". When the user closes the media player they see the filemanager and think they have left the application. They haven't of course, the flash app is under the file explorer.

Is there anyway to prevent the file explorer from opening, or a way to close it after it opens? I've experimented with placing the media file at different levels in the folder structure but it doesn't seem to matter. Media files have to be call with absolute URLs--is this the problem?

Is there third party software out there that deals with this?

Thanks for any insight offered.