Does Windows media player automatically connect to the internet when one is connected to the internet?

I notice when I use windows media player to play songs that I downloaded to my computer from a hard copy CD, my internet connection log will show a connection to sevral music websites such asemusic.com audible.com puretracks.com and a few more. Is it a built in feature of windows media player to automatically connect to those sites when using wmp and on the internet?