A response from LW devs was basically this: Apparently the pause button now double-purposes as a stop button also. So if you wish to play a different song, just double click it. Of course you can clear playlists if you created one.

But as Blackhorse suggested, some of us use alternative players for the purpose.

(Or .. if you yell loud enough .. the music will stop because you won't hear it any more, at least until your lungs tire. hehe But a volume control on your computer can help too. Do we have a volume control on your voice?)