Ack! That link word-wrapped horrendously :-(
Oh well... here's the code I posted in that link for playing a resource file
Dim sMySound As String, rs As Long
' Load sound from resource, Unicode convert
sMySound = StrConv(LoadResData(16, "MYSOUND"), vbUnicode)
' Then to play it...
rs = sndPlaySoundA(sMySound, &H1 Or &H2 Or &H4) 'Async & from memory