Don't worry, I did "use" in my code ^^.

Thank you very much you're totally right.
I thought the "play" function makes windows itself play the sound (independently to the program),
which is of low probability when considering the default waits the sound to end before continuing the program.
My "play" call really was the last code line (was a test), so my sound probably played for just a microsec XD (nice catch).
Thx again :-]

Btw: I'm with you on the volume thing (which from some reason doesn't do the percentages right), but I do like that I have the option ^^.