Let's suppose I'm on the internet all day long. Let's suppose I listen to talk show radio programs over the internet using a media player, something like Win Amp. Am I protected from a browser hijacking as long as my browsers (Firefox, Internet Explorer and Chrome) are closed down? Is it safe to assume there is no way for a browser hijacker to take over my computer as long as my Firefox, Internet Explore and Chrome are closed?
Media players often connect to the internet today, for example to get album covers, lyrics, new music (when streaming) or similar. This functionality can have bugs which might result in remote code execution, i.e. a take over of your system by the attacker. And, remote execution can include starting the browser with a specific URL which then might result in hijacking the browser for other purposes.
If you want to really be sure that no remote attacker can take over your system through the media player make sure that the system has no internet connection and does not run any content which might have been compromised by an attacker, like previously downloaded playlists, music or similar.
I have to agree with Steffen. --Hi, I don't have enough reputation points to comment but to answer your comment to Steffen's post-- you're not necessarily specifically attacked. You might be just one of many that they're casting a wide neat. There's ways of remotely scanning you for vulnerabilities or checking things like user agent strings, cookies, http header redirects and other artifacts that can clue in that you're not on a browser, and that you're on a different client. At the in of the day any client with a vulnerability known or unknown could be exploited and potentially 'hijacked.' Check out something called the BEEF framework to learn more.
So no, you can't really be hijacked directly if your browser processes or truly closed-- but exploitation can happen with any other client you're using. I would also checkout something called Malwarebytes Anti-Exploit which protects against multiple types of client side 0-days potentially for something 'turn key'.