Deleting the files from the Reader should do it.
You probalby don't need to worry about it, though, the only way to start them up again is to go back to the music player and start them.
Bob and I discussed the Pause rather than Stop as being a bit odd too, but then they've only got the one button to work with, and I wouldn't want to have to start from the beginning of a sound file every time (especially if it's an audio book).