Windows Media Player Problem

I opened Windows Media Player, and I pressed the Play button on the bottom. And then it started streaming a random video. How do I stop it from streaming the video? Yes, I can play DVDs, Music, or videos on my computer through windows Media Player, but whenever I open WMP and just press play at the bottom, it just plays the same random video, and I have never streamed it before. I don't recall streaming anything through WMP at all, so how do I get it to stop?