Go to LW's menu bar, Tools>OPtions>Advanced>System startup & uncheck option & press apply. That should stop LW starting up automatically. Also, if you don't want LW's media player option, again, go to Tools>Options>Player & uncheck option.

However it does sound like an odd behaviour. I hope it's not a virus. I've never heard of the media player playing by itself before ... that is odd!!! And not normal. Let us know if my suggestion doesn't fix it.