Best thing to try is to close all apps. If that doesn't work then you can try clearing your memory/RAM (hold the lock/sleep button until the power off option appears, let go of the lock/sleep button, press down and hold the home button until the power off option disappears and you are back on the home screen). Beyond that there's always the option of restarting the phone.
I've also heard that opening the Music app and then closing it might do the trick too, but haven't tried it yet (as I've only come across that Music widget on the lock screen a couple of times so far).