So I did a scan on the computer and nothing came up, I have Shaw Secure(F-Secure) that is provided by my internet provider for free, it seems to work good, because it has saved me when I downloaded infected files by deleting them.
Now for settings in the WMP I don't have those two that Gornot said to have unchecked, so I am good. But I do have "Retrieve additional information from the internet" checked, would that have anything to do with the problem.
I have a feeling that it has something to do with the music folder, so what i did is made a separate folder in "My Documents" and moved all my music to that folder, I hope it fixes the problem.
Now there is also another thing that is bugging me, there is little lock signs on the folders of my albums, I have no idea how to get rid of them. I have never seen them before, and they seem to be empty when I go into them, but even after I put the music in there, they still show the little locks. I have a image showing what I am talking about.