I have had the exact same problem with my laptop. It is really old, and any time I start a new game, the music keeps playing, but the game dissapears; everything is as if you never opened the game, except the music still goes. If you do CTRL+Alt+Delete then it doesnt even say that AoK is running!
H U N N I C ~ P A L A D I N
HP is a very nice guy who'd rather be polite and nod his head in agreement to other people's opinions, than act tough and bluntly. -Andanu Trisatya