Emulator sound

When I close out my ePSXe emulator the game music keeps playing.....over and over again. Even when I go to other websites or open the emulator with the same game.

End the process in Task Manager (Ctrl+Alt+Del).

You are closing the emulator wrong.Do not hit the Red X on the game window. Press ESC which closes the game window and brings you back to the ePSXe GUI. Then close the GUI.If you close the game window with the red X, the emulator is still running and you can no longer get to the GUI to close the program.