CreateProcess is the only way to have your app running further while the other one is running. (ok, in some cases openurl works as well)
There is theoretically no reason that it should crash unless you did not assign the process to a variable which is saved in your app and kept alive (otherwise the process is killed by the garbage collector naturally)
EDIT
Just to add something to your crash problem: Did you change the directory before executing MPlayer and the like?
Because if you didn't, the player might try to look for its needed files in the directory of your application, which logically will fail. (thats what I assume due to the missing font error)
There is theoretically no reason that it should crash unless you did not assign the process to a variable which is saved in your app and kept alive (otherwise the process is killed by the garbage collector naturally)
EDIT
Just to add something to your crash problem: Did you change the directory before executing MPlayer and the like?
Because if you didn't, the player might try to look for its needed files in the directory of your application, which logically will fail. (thats what I assume due to the missing font error)