C#

public byte[] GetWave(string filename)
{
  Assembly asm = GetType().Assembly;
 
  Stream stream = asm.GetManifestResourceStream(filename);
  byte [] wav = new byte[stream.Length];
 
  stream.Read(wav, 0, wav.Length);
 
  return wav;
}

public static void PlaySoundMemory(string resid)
{
    // Stop current sound
    PlaySound(
        IntPtr.Zero,
        IntPtr.Zero,
        PlaySoundFlags.SND_SYNC
        );
    // Play sound
    byte[] buffer = GetWave(resid);
    if (null != buffer)
    {
        IntPtr p = Marshal.UnsafeAddrOfPinnedArrayElement(buffer, 0);
        PlaySound(
            p,
            IntPtr.Zero,
            PlaySoundFlags.SND_SYNC | PlaySoundFlags.SND_MEMORY
            );
    }
}