music on a Mac

I have my first Mac - a Mac Mini 2011. I wanted to play a MP3 music file from my external hard drive so double clicked on it in Finder and the music played. However, there was no controller to pause, stop or end the music. After the song ended a new music file started to play. I tried Command Q and Command-Options-Escape, but the music would not stop playing. So I restarted the computer to stop the music. Is there any way to control music on a Mac like in MS Windows? There, when you double click on a music file a controller of your choice -- like Windows Media Player Classic, comes up so you can control and end the music. Not sure how to do it on a Mac. Can someone help?
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Mike
http://mstecker.com