Audio files playing at odd time

If I right click on a wav or mp3 and then click "properties", it starts playing but not in Windows Media Player which is what they are associated with. I can open task manager and find two copies of Explorer.exe in processes. If I terminate the second one in the list, the wav or mp3 stops.

I've checked everything I know to check in associations and I can't find a hint of what's wrong.

Any ideas?