how do you turn off the music player
Technically, you don't. If you hit pause, then go back to your homescreen, the app goes into idle mode. Not running, not using battery, just waiting till you want to listen to music again.
You can stop the Music Player by using the the Task Manager Application. Click the Active Application tab at the top, Look for Active Applications and End the Active Application, in this case the Music Player. Task Manager will close most, but not all Active Applications.