How do I quit Banshee?

When I press the X button in Banshee's title bar, it hides, but the music continues playing. However, from time to time I need to quit Banshee completely. How can I do that? (pressing "close" from the menu bar doesn't help)

I know I could go for running killall banshee but that's not an elegant solution. Any other ideas? Is it even possible?

EDIT: After first few answers I noticed I must underline, I do not want to stop the music playback, I do not want to hide Banshee's window. What I want is to quit Banshee totally, in order f.e. to start JACK audio server (and for example restart Banshee).

This behavior -- which came about as a result of this bug report -- is a design decision based on the Ubuntu Sound Menu specification. To quote from the spec:

A compliant player should also keep playing if you close its window while it is playing; exit if you close its window while it is not playing...

If you have Banshee's sound menu integration turned on, pressing the 'x' won't quit the program while music is playing. To quit Banshee, you must first pause the music.

You can't normally close banshee because Ubuntu Team has added a plug-in that integrates Banshee with the Unity desktop. You have to disable that plug-in in the "Preferences" menu to have an "Exit" option (Or CTRL+Q).

1.- Go to Edit > Preferences

2.- Go to the "Plug-ins" tab and disable the "Sound Menu Integration" plug-in.

3.- To REALLY quit Banshee, press CTRL+Q or Go to Multimedia >Exit

Hope it helps.

P.S. I don't like this kind of changes in Ubuntu, think that they should let the applications like they're released. With these constant and radical changes, Canonical is losing points against another distributions.

Note - you need to pause whatever is playing first otherwise all of the following methods will only close the window but Banshee will remain running in the sound indicator.

Click Media -> Close (Media -> Quit for Ubuntu < 11.04):

or

press Ctrl+W

or

press Alt+M+C (Alt+M+Q for Ubuntu < 11.04)

or

right click on the launcher item and click 'Quit':