Extremely annoying auto-wmv

Sorry for the vague thread title.

But every so often, mostly during the mornings, a preview for a movie (ranging from Alien Vs. Predator to Shallow Hall) automatically begins playing in my windows media viewer. I downloaded the newest version of wmv, so i think this is what is causing this.

Does anyone else have this problem? How can i fix this?

Here is an example of the most recent one that had shown up.