Current stable version of VLC Media Player (64 bit) on Windows 7 produces an error on exit.
It stops working and you have to click yes/no/cancel to close that box.
This may be nothing, but sometime it is pretty annoying.
It turned out that the nightly build of VLC Media Player doesn’t have this problem at all.
I would highly recommend the nightly build of VLC Media Player to get rid of that annoying message.
You can download it from here: http://nightlies.videolan.org/
Those who don’t know, Nightly Build of a software is a version that is under development and automatically built by version control system. Read more here: http://en.wikipedia.org/wiki/Neutral_build