Here is my code that concatenates four wav files and produces wavAppended.wav. This concatenated file nicely plays in Windows Media Player.
But through the PlaySound class, only
WAV files don't work that way -- you can't just throw multiple files together (same as you can't concatenate JPEG images, for instance), as there's a header on the data, and there are multiple different formats the data may be in. I'm surprised that the file loads at all.