Windows Media Player allows you to continuously play music or videos over and over again by activating that feature in the program. If you decide that you no longer want the program to keep playing the media over and over, then all you have to do is turn off that particular feature and the program will stop as soon as it's finished with the media currently playing.
Open Windows Media Player through the "Start" menu in Windows.
Click on the Windows Media Player tab that you should see at the bottom of your screen if the program is already playing.
Click on the "Now Playing" tab. Click the square button that reads "stop" to stop the current file immediately.
Click on the circular arrow symbol that says "Turn repeat off" when you put your cursor over it. This will turn off the repeat option and will keep the music or movie you play from playing continuously.
The repeat button will have a blue tint on it to show that it's on; this tint will disappear when you turn it off.