While AMR is connected to the player and the player window will be closed then AMR produces AREXX errors and get stuck. It could handle this kind of event.
Unfortunately, I could not reproduce this bug (or fortunately :-)) Which player were you using? Would you recall the module that was playing?
I cannot either.. Forget it.. :) Anyway I can see there is another problem with closing the application. When I run AMR in the shell and I will try to close the application using "closing" gadget from top bar of the window it will cause the program and shell completely unresponsive. My Shell version is 45.7