Media Event Sink Window means that you have your player on, but it has 'sunk' to the taskbar. It may even hide behind the taskbar or as an icon in the bottom right hand corner near the clock. In your case, it would probably be easier to find it via Task Manager by pressing CTRL+ALT+DEL.
When Windows Task Manager opens, you will see many different tabs on the top: applications, processes, performance, networking, and users. Click the Applications tab and look for one that has the media player icon next to it. Right-click it, and select 'switch to'. This will bring it up on your screen. You may want to go to the options portion of the application to see if sinking is an option. Im sorry that I can not specifically locate it because I do not use this program...
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