Most probably something doesnt really closes when you hit the X (or exit from it in other way). The cause could be a windows update on something like the explorer or mediaplayer. Or any program you installed on that time. check the task manager for something unusual.

It also could be that some windows archives are slightly but not critically damaged, do a errorcheck on the disk and a defrag. (there is also a command (i forgot) to rewrite em from the windows copy in your pc/cd)