I'm having the same problem, I'm hoping someone has come up with and answer. Actually, I had not noticed that other players don't skip music while opening other programs. Yet, I agree this is the best I've seen so far. With that said, how can this be resolved? Would lessening the priority change anything? Sometimes it gets so bad and you can't do anything but "open Task Mgr and stop the other programs or MC.
Microsoft Windows XP 5.1 Service Pack 2 (Build 2600)
Intel Pentium M 832 MHz MMX / Memory: Total - 1564 MB, Free - 782 MB