Once you have the player activated, just hit the OK button. The media player will go away, but you can still use the rest of the functions. Keyguard will not be activated, but you won't accidentally change anything in media player that way.
I have WM6 on my Treo 750 and I noticed by accident that If I activate the media player and then hit OK, then turn off the screen the media player still keeps playing. However it usually only does this for the currently playing song then shuts itself off. If I turn it back on, the media player resumes playing throuigh the next song and then shuts off again. I say "usually", because a few times it has continued playing for 3 or 4 songs before shutting off. I wish I could figure out how to make it play continuously while everything is off. (I have started several programs from my pocket while listrening with headphones). Hope this helps you out a bit........
