Hi all, thanks for the replies, hope you don't mind my venting my spleen.
Yes, Andy G, all the windows were open fully.
As per your suggestion Booth11, I have just been in to the car's settings, and in the "Window Op." section it was set to "All".
I have now set it to "Off" or whatever it is, so hopefully it won't happen again! I think I will go to using a cheap USB stick for the time being. My music is very important to me!