Sometimes like the following:

Private Declare Function sndPlaySound Lib "winmm.dll" Alias "sndPlaySoundA" (ByVal lpszSoundName As String, ByVal uFlags As Long) As Long
Private Const SND_ASYNC = &H1
Private Sub Command1_Click()
sndPlaySound "C:\Files\Sound1.wav", SND_ASYNC
sndPlaySound "C:\Files\Sound2.wav", SND_ASYNC
End Sub

...or

Sometimes I use an ActiveX control that will give me notification, but the distribution license on the control is expensive. So I'd rather use the MCI without the cost of the control.

Thanks!