Quick tip for ThinkPad owners: the media control keyboard keys located on the arrow keys at the bottom-right corner of the keyboard can be used to control music or other media playing in Windows Media Player (WMP) even when WMP isn't the foreground application!
To use these keys, hold down the blue "Fn" key at the bottom-left corner of the keyboard, and press the appropriate arrow key.
With these keys, I can have music playing in Windows Media Player in the background (or in a minimized window), and be working in other applications in the foreground. Then, when I get interrupted and want to pause my music (when the phone rings, or when a visitor arrives at my desk), instead of having to open the WMP window and click on the Pause button, I can just quickly push Fn + Play/Pause (the down arrow key), and my music is paused. Another press of Fn + Play/Pause, and my music starts playing again. Quite handy!