Audio tracks continue playing even after program is closed

[Drumlind]

It happens with GMONE Mplayer, VLC, and Banshee. When playing an audio track, when I click on a different track (or file) within a player, even if the file or audio track is in a playlist, instead of stopping the current track already playing so that it will play the track currently being selected, it will simultaneously play both tracks. Even closing the program doesn't stop it, the song continues to play. Very bothersome especially if the audio track is an hour long or so. Because then you have to restart your computer and load up the media all over again just to play the next audio file you want.