Windows Embedded CE does not support the SND_ALIAS_ID and SND_PURGE flags for the fdwSound parameter. The sound specified by pszSound must fit into available physical memory and be playable by an installed waveform-audio device driver. PlaySound searches the file system directories for the sound according to the search order that was specified by the OEM of the target device. If it cannot find the specified sound, PlaySound uses the default system event sound entry instead. If the function can find neither the system default entry nor the default sound, it makes no sound and returns FALSE.
For examples of how to use the PlaySound function, see Using the PlaySound Function.