This should get you started:
Public Declare Function sndPlaySound Lib "winmm.dll" Alias "sndPlaySoundA" (ByVal lpszSoundName As String, ByVal uFlags As Long) As Long
Public Function Play(uFlags As Long)
Dim Rc As Long
Rc = sndPlaySound(mFileName, uFlags)
End Function
mFileName = "C:\Windows\Media\hello.wav"
Play (uFlags)
DoEvents