Windows Media Player: Disable "do you want oto close this?" permanently?

[bassballboy]

As the title says, how do I get this to stop? Everytime I play a movie or listen to a song it pops up the window asking if I just want it to run in the background or whatever, and even if I check the box to tell it to remember my choice it still asks. Help?

 

[Snowknight26]

Screenshots are invaluable.